+10.1%
NEE vs PFGC
+111.7%
-101.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.5% | -3.7% | +3.2% | 0.0% |
| 30D | -1.7% | -16.0% | +14.3% | +0.7% |
| 3M | -1.8% | -4.1% | +2.3% | -1.4% |
| 6M | -8.8% | +8.7% | -17.5% | -10.2% |
| YTD | +5.2% | +6.4% | -1.2% | +3.7% |
| 1Y | +21.3% | -8.4% | +29.7% | +22.2% |
| 3Y | +35.2% | +61.8% | -26.6% | +22.5% |
| 5Y | +10.1% | +108.7% | -98.6% | -5.8% |
| All | +10.1% | +111.7% | -101.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling