+10.9%
NEE vs PH
+252.1%
-241.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -0.2% | -10.8% | +10.6% | +2.1% |
| 3M | +0.5% | +8.5% | -7.9% | -1.5% |
| 6M | -6.5% | +3.9% | -10.5% | -7.8% |
| YTD | +6.7% | +9.4% | -2.7% | +4.0% |
| 1Y | +23.6% | +26.8% | -3.2% | +16.5% |
| 3Y | +37.1% | +140.8% | -103.7% | +5.3% |
| 5Y | +10.9% | +253.8% | -242.9% | -28.4% |
| All | +10.9% | +252.1% | -241.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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