+291.2%
NEE vs PPL
+65.2%
+225.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.3% |
| 7D | -2.8% | -1.0% | -1.8% | -2.2% |
| 30D | +9.5% | +3.0% | +6.5% | +7.4% |
| 3M | +1.0% | +1.1% | -0.1% | +0.3% |
| 6M | -8.0% | -0.8% | -7.2% | -7.7% |
| YTD | +9.4% | +3.5% | +6.0% | +6.5% |
| 1Y | +3.1% | -0.9% | +4.1% | +3.1% |
| 3Y | +70.5% | +54.2% | +16.3% | +27.7% |
| 5Y | +15.2% | +46.3% | -31.1% | -10.9% |
| 10Y | +291.2% | +65.0% | +226.1% | +162.1% |
| All | +291.2% | +65.2% | +225.9% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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