+288.0%
NEE vs PR
+152.6%
+135.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | +3.9% | -16.4% | +20.3% | +3.9% |
| 30D | +12.8% | -1.9% | +14.7% | +12.8% |
| 3M | +3.6% | +8.0% | -4.4% | +3.5% |
| 6M | -7.5% | +4.1% | -11.6% | -7.5% |
| YTD | +10.7% | +58.7% | -48.0% | +10.7% |
| 1Y | +9.1% | +75.8% | -66.7% | +9.1% |
| 3Y | +61.0% | +73.2% | -12.2% | +60.9% |
| 5Y | +16.3% | +230.1% | -213.9% | +17.4% |
| 10Y | +264.6% | +67.4% | +197.2% | +289.2% |
| All | +288.0% | +152.6% | +135.4% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling