+15.8%
NEE vs PTC
+61.7%
-45.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +2.3% | +1.3% | +1.0% | +2.2% |
| 30D | +11.5% | +1.1% | +10.4% | +11.4% |
| 3M | +2.6% | +30.1% | -27.5% | -0.9% |
| 6M | -6.0% | +34.0% | -40.0% | -9.8% |
| YTD | +9.8% | +12.8% | -3.0% | +8.7% |
| 1Y | +4.7% | +10.7% | -6.0% | +4.0% |
| 3Y | +71.0% | +29.6% | +41.4% | +57.2% |
| 5Y | +15.8% | +63.5% | -47.7% | -1.5% |
| All | +15.8% | +61.7% | -45.9% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling