+3,301.6%
PEP vs NEE
+7,487.8%
-4,186.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +4.6% | +2.3% | +2.3% | +3.8% |
| 30D | +14.0% | +11.5% | +2.5% | +9.8% |
| 3M | +5.4% | +2.6% | +2.8% | +4.4% |
| 6M | -5.1% | -6.0% | +0.8% | -3.3% |
| YTD | +3.1% | +9.8% | -6.7% | -0.6% |
| 1Y | +4.8% | +4.7% | +0.1% | +2.6% |
| 3Y | -4.1% | +71.0% | -75.2% | -22.7% |
| 5Y | +3.0% | +15.8% | -12.9% | -7.0% |
| 10Y | +89.6% | +287.3% | -197.7% | +12.1% |
| All | +3,301.6% | +7,487.8% | -4,186.2% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling