+7,169.4%
NEE vs PNR
+3,485.2%
+3,684.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -0.5% | -3.9% | +3.3% | +0.2% |
| 30D | -1.7% | -13.8% | +12.1% | +0.9% |
| 3M | -1.8% | -22.5% | +20.7% | +2.3% |
| 6M | -8.8% | -37.2% | +28.3% | -1.6% |
| YTD | +5.2% | -44.2% | +49.4% | +15.8% |
| 1Y | +21.3% | -46.6% | +68.0% | +34.5% |
| 3Y | +35.2% | -12.5% | +47.7% | +35.4% |
| 5Y | +10.1% | -19.3% | +29.5% | +10.5% |
| 10Y | +253.2% | +67.5% | +185.8% | +203.9% |
| All | +7,169.4% | +3,485.2% | +3,684.2% | +4,387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling