+281.9%
NEE vs PR
+66.7%
+215.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +2.2% | -12.4% | +14.5% | +2.2% |
| 30D | +12.3% | -6.6% | +18.8% | +12.2% |
| 3M | +3.4% | +7.5% | -4.1% | +3.4% |
| 6M | -5.3% | +10.8% | -16.1% | -5.3% |
| YTD | +10.6% | +57.0% | -46.5% | +10.5% |
| 1Y | +6.5% | +67.9% | -61.5% | +6.4% |
| 3Y | +73.5% | +87.6% | -14.1% | +73.5% |
| 5Y | +17.0% | +220.4% | -203.4% | +17.9% |
| 10Y | +281.9% | +64.8% | +217.0% | +309.7% |
| All | +281.9% | +66.7% | +215.2% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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