+17.6%
NEE vs PR
+225.0%
-207.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | +3.9% | -16.4% | +20.3% | +5.2% |
| 30D | +12.8% | -1.9% | +14.7% | +12.8% |
| 3M | +3.6% | +8.0% | -4.4% | +2.7% |
| 6M | -7.5% | +4.1% | -11.6% | -8.1% |
| YTD | +10.7% | +58.7% | -48.0% | +5.9% |
| 1Y | +9.1% | +75.8% | -66.7% | +3.5% |
| 3Y | +61.0% | +73.2% | -12.2% | +50.7% |
| All | +17.6% | +225.0% | -207.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling