+11.5%
NEE vs PPL
+47.4%
-35.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | +8.6% | +2.6% | +6.0% | +6.4% |
| 3M | -0.3% | +0.8% | -1.1% | -1.0% |
| 6M | -8.9% | +1.4% | -10.3% | -10.2% |
| YTD | +8.3% | +4.3% | +4.0% | +3.7% |
| 1Y | +4.3% | +0.8% | +3.5% | +2.6% |
| 3Y | +70.7% | +57.9% | +12.8% | +14.1% |
| All | +11.5% | +47.4% | -35.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling