+244.8%
NEE vs PGR
+825.1%
-580.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -3.3% | +4.9% | -8.3% | -4.8% |
| 3M | -2.3% | +7.6% | -9.9% | -4.9% |
| 6M | -8.9% | +8.3% | -17.1% | -11.7% |
| YTD | +4.8% | +1.7% | +3.0% | +3.3% |
| 1Y | +18.7% | -6.8% | +25.6% | +20.0% |
| 3Y | +33.2% | +73.4% | -40.2% | +8.0% |
| 5Y | +10.9% | +161.2% | -150.4% | -25.3% |
| All | +244.8% | +825.1% | -580.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling