+3.9%
PEP vs NEE
+12.6%
-8.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | -0.5% | +0.5% | -1.1% | -0.7% |
| 6M | -11.3% | -6.5% | -4.8% | -10.0% |
| YTD | -0.6% | +6.7% | -7.3% | -2.4% |
| 1Y | +1.7% | +23.6% | -21.9% | -4.0% |
| 3Y | -12.5% | +37.1% | -49.6% | -20.4% |
| 5Y | +3.9% | +10.9% | -7.0% | -0.2% |
| All | +3.9% | +12.6% | -8.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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