+10.9%
NEE vs PM
+122.3%
-111.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -0.2% | -2.6% | +2.3% | +0.4% |
| 3M | +0.5% | +5.8% | -5.3% | -1.3% |
| 6M | -6.5% | +10.6% | -17.1% | -9.6% |
| YTD | +6.7% | +17.2% | -10.5% | +1.4% |
| 1Y | +23.6% | +17.6% | +6.0% | +17.0% |
| 3Y | +37.1% | +124.3% | -87.1% | +5.0% |
| 5Y | +10.9% | +125.1% | -114.1% | -18.5% |
| All | +10.9% | +122.3% | -111.4% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling