+3,159.9%
PEP vs NEE
+7,238.0%
-4,078.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -1.4% | +1.9% | -3.3% | -2.1% |
| 30D | +0.2% | -2.2% | +2.4% | +1.0% |
| 3M | -1.1% | -1.2% | +0.1% | -0.8% |
| 6M | -13.5% | -8.6% | -4.9% | -11.1% |
| YTD | -1.2% | +6.2% | -7.4% | -3.6% |
| 1Y | -1.6% | +21.1% | -22.7% | -8.4% |
| 3Y | -12.5% | +36.4% | -48.9% | -24.0% |
| 5Y | +3.0% | +11.4% | -8.3% | -5.7% |
| 10Y | +73.9% | +250.0% | -176.1% | +6.2% |
| All | +3,159.9% | +7,238.0% | -4,078.0% | +516.2% |
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 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