+7,547.6%
NEE vs PPL
+2,158.2%
+5,389.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +3.9% | +0.4% | +3.4% | +3.6% |
| 30D | +12.8% | +5.4% | +7.4% | +9.5% |
| 3M | +3.6% | +4.3% | -0.7% | +1.1% |
| 6M | -7.5% | -1.3% | -6.2% | -6.9% |
| YTD | +10.7% | +4.7% | +6.0% | +7.4% |
| 1Y | +9.1% | +1.3% | +7.8% | +7.8% |
| 3Y | +61.0% | +57.2% | +3.8% | +24.4% |
| 5Y | +16.3% | +48.2% | -32.0% | -7.0% |
| 10Y | +264.6% | +62.7% | +201.9% | +166.8% |
| All | +7,547.6% | +2,158.2% | +5,389.3% | +1,680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling