+253.2%
NEE vs PTC
+196.2%
+57.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.8% |
| 7D | -0.5% | -13.6% | +13.0% | +1.9% |
| 30D | -1.7% | -14.7% | +13.0% | +0.9% |
| 3M | -1.8% | -5.9% | +4.1% | -1.4% |
| 6M | -8.8% | -21.1% | +12.3% | -5.7% |
| YTD | +5.2% | -26.0% | +31.2% | +10.0% |
| 1Y | +21.3% | -36.8% | +58.2% | +30.8% |
| 3Y | +35.2% | -10.3% | +45.5% | +32.6% |
| 5Y | +10.1% | +1.2% | +9.0% | +3.6% |
| 10Y | +253.2% | +198.3% | +54.9% | +169.6% |
| All | +253.2% | +196.2% | +57.1% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling