+355.0%
NEE vs PFGC
+419.1%
-64.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.9% | -2.2% | +4.1% | +2.2% |
| 30D | -2.2% | -11.9% | +9.8% | -0.7% |
| 3M | -1.2% | +5.0% | -6.2% | -1.8% |
| 6M | -8.6% | +8.6% | -17.2% | -9.7% |
| YTD | +6.2% | +9.7% | -3.5% | +4.6% |
| 1Y | +21.1% | -6.3% | +27.4% | +21.4% |
| 3Y | +36.4% | +58.2% | -21.8% | +27.5% |
| 5Y | +11.4% | +110.4% | -99.1% | -0.6% |
| 10Y | +250.0% | +272.8% | -22.8% | +190.8% |
| All | +355.0% | +419.1% | -64.1% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling