+7,487.7%
NEE vs PTC
+8,885.1%
-1,397.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 6M | -6.0% | +34.0% | -40.0% | -8.7% |
| YTD | +9.8% | +12.8% | -3.0% | +7.8% |
| 1Y | +4.7% | +10.7% | -6.0% | +2.9% |
| 3Y | +71.0% | +29.6% | +41.4% | +65.2% |
| 5Y | +15.8% | +63.5% | -47.7% | +9.4% |
| 10Y | +287.3% | +316.7% | -29.4% | +238.0% |
| All | +7,487.7% | +8,885.1% | -1,397.4% | +5,099.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling