+7,463.1%
NEE vs PH
+25,456.4%
-17,993.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.8% | +6.9% | -9.7% | -4.1% |
| 30D | +9.5% | +1.7% | +7.9% | +8.8% |
| 3M | +1.0% | -8.1% | +9.2% | +2.5% |
| 6M | -8.0% | +11.5% | -19.5% | -10.6% |
| YTD | +9.4% | +11.4% | -1.9% | +6.1% |
| 1Y | +3.1% | +14.1% | -10.9% | -0.5% |
| 3Y | +70.5% | +138.2% | -67.8% | +38.2% |
| 5Y | +15.2% | +216.0% | -200.8% | -13.2% |
| 10Y | +291.2% | +710.0% | -418.8% | +131.3% |
| All | +7,463.1% | +25,456.4% | -17,993.3% | +2,591.6% |
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