+37.7%
NEE vs PTC
-2.9%
+40.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.6% |
| 7D | +1.9% | -10.3% | +12.2% | +2.3% |
| 30D | -2.2% | +1.1% | -3.3% | -2.2% |
| 3M | -1.2% | +1.6% | -2.8% | -1.2% |
| 6M | -8.6% | -13.5% | +4.9% | -7.2% |
| YTD | +6.2% | -19.1% | +25.2% | +8.5% |
| 1Y | +21.1% | -33.9% | +55.0% | +26.9% |
| All | +37.7% | -2.9% | +40.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling