+4.7%
NEE vs PR
+67.7%
-63.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +2.3% | -9.5% | +11.8% | +2.4% |
| 30D | +11.5% | -5.7% | +17.2% | +11.2% |
| 3M | +2.6% | +3.0% | -0.4% | +1.9% |
| 6M | -6.0% | +11.8% | -17.8% | -7.2% |
| YTD | +9.8% | +58.5% | -48.7% | +3.3% |
| 1Y | +4.7% | +69.9% | -65.2% | -3.7% |
| All | +4.7% | +67.7% | -63.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling