+287.3%
NEE vs PR
+65.1%
+222.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +2.3% | -9.5% | +11.8% | +2.3% |
| 30D | +11.5% | -5.7% | +17.2% | +11.5% |
| 3M | +2.6% | +3.0% | -0.4% | +2.6% |
| 6M | -6.0% | +11.8% | -17.8% | -6.0% |
| YTD | +9.8% | +58.5% | -48.7% | +9.8% |
| 1Y | +4.7% | +69.9% | -65.2% | +4.7% |
| 3Y | +71.0% | +84.9% | -13.9% | +71.0% |
| 5Y | +15.8% | +246.4% | -230.6% | +17.0% |
| 10Y | +287.3% | +70.3% | +217.0% | +318.7% |
| All | +287.3% | +65.1% | +222.2% | +318.7% |
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