+61.0%
NEE vs PWR
+221.1%
-160.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.3% | -7.7% | -2.0% |
| 7D | +3.9% | -12.9% | +16.7% | +4.9% |
| 30D | +12.8% | -22.8% | +35.7% | +15.5% |
| 3M | +3.6% | -19.0% | +22.5% | +5.2% |
| 6M | -7.5% | -31.1% | +23.6% | -4.0% |
| YTD | +10.7% | +28.3% | -17.6% | +5.5% |
| 1Y | +9.1% | +22.2% | -13.1% | +4.5% |
| 3Y | +61.0% | +222.2% | -161.2% | +21.2% |
| All | +61.0% | +221.1% | -160.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling