+291.2%
NEE vs PM
+254.9%
+36.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -2.8% | -7.1% | +4.3% | -0.4% |
| 30D | +9.5% | -2.8% | +12.3% | +10.5% |
| 3M | +1.0% | +6.3% | -5.3% | -1.3% |
| 6M | -8.0% | +9.6% | -17.6% | -11.4% |
| YTD | +9.4% | +25.6% | -16.1% | -0.1% |
| 1Y | +3.1% | +29.7% | -26.5% | -7.0% |
| 3Y | +70.5% | +147.6% | -77.1% | +18.6% |
| 5Y | +15.2% | +160.1% | -144.9% | -22.9% |
| 10Y | +291.2% | +260.9% | +30.3% | +104.6% |
| All | +291.2% | +254.9% | +36.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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