+244.8%
NEE vs PNR
+66.2%
+178.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.3% | -6.0% | +4.7% | +0.2% |
| 30D | -3.3% | -14.0% | +10.6% | +0.3% |
| 3M | -2.3% | -21.7% | +19.4% | +3.3% |
| 6M | -8.9% | -37.3% | +28.4% | +1.6% |
| YTD | +4.8% | -45.1% | +49.9% | +20.5% |
| 1Y | +18.7% | -49.1% | +67.9% | +39.2% |
| 3Y | +33.2% | -14.8% | +48.1% | +32.3% |
| 5Y | +10.9% | -21.0% | +31.9% | +9.3% |
| All | +244.8% | +66.2% | +178.7% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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