+28.9%
NEE vs PL
+28.1%
+0.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.4% | -11.9% | -1.9% |
| 7D | +3.9% | -6.8% | +10.7% | +4.1% |
| 30D | +12.8% | -29.3% | +42.1% | +14.5% |
| 3M | +3.6% | -44.8% | +48.3% | +6.2% |
| 6M | -7.5% | -68.4% | +60.9% | -3.0% |
| YTD | +10.7% | -36.4% | +47.0% | +10.4% |
| 1Y | +9.1% | +0.7% | +8.4% | +5.3% |
| 3Y | +61.0% | +455.3% | -394.3% | +29.2% |
| 5Y | +16.3% | +22.7% | -6.4% | -0.1% |
| All | +28.9% | +28.1% | +0.8% | +10.6% |
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