-8.5%
NEE vs PH
+9.6%
-18.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.9% |
| 7D | -3.4% | +7.4% | -10.7% | -2.8% |
| 30D | +9.0% | +0.5% | +8.6% | +9.1% |
| 3M | +0.2% | -10.2% | +10.4% | +1.5% |
| 6M | -8.5% | +8.9% | -17.4% | -12.4% |
| All | -8.5% | +9.6% | -18.1% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling