+12.2%
NEE vs PR
+433.6%
-421.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +1.9% | +2.9% | -1.0% | +1.7% |
| 30D | -2.2% | +18.0% | -20.2% | -3.4% |
| 3M | -1.2% | +16.9% | -18.0% | -2.5% |
| 6M | -8.6% | +28.2% | -36.8% | -10.5% |
| YTD | +6.2% | +69.3% | -63.1% | +1.6% |
| 1Y | +21.1% | +69.5% | -48.4% | +15.7% |
| 3Y | +36.4% | +81.7% | -45.3% | +27.9% |
| All | +12.2% | +433.6% | -421.4% | +0.7% |
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 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