+7,487.7%
NEE vs PH
+25,253.3%
-17,765.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +11.5% | +0.3% | +11.2% | +11.1% |
| 3M | +2.6% | -8.8% | +11.4% | +4.2% |
| 6M | -6.0% | +10.0% | -16.0% | -8.3% |
| YTD | +9.8% | +10.5% | -0.7% | +6.6% |
| 1Y | +4.7% | +15.5% | -10.8% | +0.7% |
| 3Y | +71.0% | +136.4% | -65.3% | +38.9% |
| 5Y | +15.8% | +213.6% | -197.8% | -12.6% |
| 10Y | +287.3% | +713.9% | -426.6% | +128.7% |
| All | +7,487.7% | +25,253.3% | -17,765.6% | +2,604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling