+253.2%
NEE vs PM
+202.2%
+51.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.5% | -1.2% | +0.6% | -0.1% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | -1.8% | +4.9% | -6.7% | -3.9% |
| 6M | -8.8% | +9.0% | -17.9% | -12.3% |
| YTD | +5.2% | +17.8% | -12.6% | -1.8% |
| 1Y | +21.3% | +16.8% | +4.5% | +13.2% |
| 3Y | +35.2% | +125.4% | -90.2% | -3.4% |
| 5Y | +10.1% | +128.7% | -118.6% | -23.1% |
| 10Y | +253.2% | +211.8% | +41.4% | +94.3% |
| All | +253.2% | +202.2% | +51.0% | +94.3% |
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