+253.2%
NEE vs PWR
+2,367.8%
-2,114.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | -1.7% | -5.1% | +3.4% | -0.7% |
| 3M | -1.8% | -9.4% | +7.5% | -0.5% |
| 6M | -8.8% | +10.4% | -19.2% | -12.0% |
| YTD | +5.2% | +48.6% | -43.4% | -5.5% |
| 1Y | +21.3% | +68.0% | -46.7% | +5.5% |
| 3Y | +35.2% | +204.7% | -169.5% | -2.3% |
| 5Y | +10.1% | +451.9% | -441.8% | -32.8% |
| 10Y | +253.2% | +2,425.3% | -2,172.1% | +52.7% |
| All | +253.2% | +2,367.8% | -2,114.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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