+847.2%
NEE vs PSLV
+108.9%
+738.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.3% |
| 7D | -1.9% | -4.9% | +2.9% | -1.5% |
| 30D | -3.1% | -1.9% | -1.2% | -3.0% |
| 3M | -2.4% | +4.2% | -6.6% | -3.1% |
| 6M | -8.6% | -27.6% | +19.0% | -6.1% |
| YTD | +4.9% | -11.7% | +16.6% | +4.0% |
| 1Y | +19.4% | +49.3% | -29.9% | +10.6% |
| 3Y | +34.9% | +167.1% | -132.3% | +15.9% |
| 5Y | +11.0% | +151.7% | -140.7% | -4.6% |
| 10Y | +252.3% | +187.0% | +65.4% | +193.2% |
| All | +847.2% | +108.9% | +738.3% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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