+37.1%
NEE vs PM
+124.9%
-87.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | -0.2% | -2.6% | +2.3% | +0.4% |
| 3M | +0.5% | +5.8% | -5.3% | -1.5% |
| 6M | -6.5% | +10.6% | -17.1% | -9.8% |
| YTD | +6.7% | +17.2% | -10.5% | +1.0% |
| 1Y | +23.6% | +17.6% | +6.0% | +16.5% |
| 3Y | +37.1% | +124.3% | -87.1% | -8.8% |
| All | +37.1% | +124.9% | -87.7% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling