+7,238.0%
NEE vs PPL
+2,096.5%
+5,141.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | +2.7% | -0.7% | +0.4% |
| 30D | -2.2% | +0.5% | -2.6% | -2.5% |
| 3M | -1.2% | +0.7% | -1.8% | -1.7% |
| 6M | -8.6% | -7.6% | -1.0% | -4.6% |
| YTD | +6.2% | +1.8% | +4.4% | +4.7% |
| 1Y | +21.1% | -0.8% | +21.9% | +21.0% |
| 3Y | +36.4% | +56.9% | -20.5% | +5.9% |
| 5Y | +11.4% | +39.5% | -28.2% | -7.9% |
| 10Y | +250.0% | +55.4% | +194.6% | +162.8% |
| All | +7,238.0% | +2,096.5% | +5,141.5% | +1,635.7% |
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