+27.5%
NEE vs PL
+46.3%
-18.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -2.8% | +13.4% | -16.1% | -3.4% |
| 30D | +9.5% | -10.2% | +19.7% | +9.9% |
| 3M | +1.0% | -39.5% | +40.5% | +3.2% |
| 6M | -8.0% | -65.7% | +57.7% | -3.9% |
| YTD | +9.4% | -27.3% | +36.7% | +8.5% |
| 1Y | +3.1% | +15.0% | -11.8% | -1.0% |
| 3Y | +70.5% | +560.8% | -490.3% | +35.5% |
| 5Y | +15.2% | +38.4% | -23.2% | -1.7% |
| All | +27.5% | +46.3% | -18.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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