+828.2%
NEE vs PM
+752.6%
+75.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.1% |
| 7D | +1.9% | -4.9% | +6.8% | +4.1% |
| 30D | -2.2% | -3.4% | +1.2% | -0.8% |
| 3M | -1.2% | +5.2% | -6.3% | -3.8% |
| 6M | -8.6% | +3.7% | -12.3% | -10.9% |
| YTD | +6.2% | +15.8% | -9.6% | -1.6% |
| 1Y | +21.1% | +17.4% | +3.7% | +10.9% |
| 3Y | +36.4% | +116.9% | -80.5% | -7.2% |
| 5Y | +11.4% | +117.3% | -106.0% | -25.9% |
| 10Y | +250.0% | +193.8% | +56.2% | +89.6% |
| All | +828.2% | +752.6% | +75.6% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling