+293.8%
NEE vs PR
+147.8%
+146.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.6% | -0.2% |
| 7D | +7.4% | -16.5% | +24.0% | +7.4% |
| 30D | +13.3% | -4.5% | +17.8% | +13.3% |
| 3M | +3.5% | +8.5% | -5.0% | +3.5% |
| 6M | -7.0% | -3.3% | -3.6% | -7.0% |
| YTD | +12.3% | +55.7% | -43.4% | +12.3% |
| 1Y | +10.5% | +82.0% | -71.5% | +10.5% |
| 3Y | +62.5% | +62.5% | 0.0% | +62.4% |
| 5Y | +18.0% | +223.9% | -205.9% | +19.1% |
| 10Y | +270.1% | +64.2% | +205.8% | +295.0% |
| All | +293.8% | +147.8% | +146.0% | +308.2% |
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