+50.7%
PFE vs NEE
+287.7%
-237.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.0% | -2.8% | -0.2% | -2.2% |
| 30D | +5.2% | +9.5% | -4.3% | +2.6% |
| 3M | +12.2% | +1.0% | +11.2% | +11.8% |
| 6M | +17.8% | -8.0% | +25.8% | +20.3% |
| YTD | +26.2% | +9.4% | +16.7% | +22.3% |
| 1Y | +23.2% | +3.1% | +20.0% | +21.4% |
| 3Y | +21.3% | +70.5% | -49.2% | +1.0% |
| 5Y | -23.1% | +15.2% | -38.3% | -28.8% |
| 10Y | +50.7% | +291.2% | -240.5% | +1.5% |
| All | +50.7% | +287.7% | -237.0% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling