+13.0%
NEE vs PL
+33.5%
-20.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -3.4% | +22.3% | -25.6% | -4.3% |
| 30D | +9.0% | -8.3% | +17.3% | +9.3% |
| 3M | +0.2% | -43.3% | +43.4% | +2.6% |
| 6M | -8.5% | -65.8% | +57.3% | -4.4% |
| YTD | +8.6% | -29.5% | +38.1% | +7.8% |
| 1Y | +2.2% | +11.7% | -9.6% | -1.9% |
| 3Y | +69.1% | +540.6% | -471.5% | +34.5% |
| 5Y | +13.0% | +32.9% | -19.9% | -2.4% |
| All | +13.0% | +33.5% | -20.5% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling