+35.2%
PFE vs NEE
+243.3%
-208.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -4.3% | -0.5% | -3.7% | -4.1% |
| 30D | +2.7% | -1.7% | +4.4% | +3.1% |
| 3M | +10.0% | -1.8% | +11.8% | +10.4% |
| 6M | +7.2% | -8.8% | +16.0% | +9.5% |
| YTD | +17.3% | +5.2% | +12.1% | +15.2% |
| 1Y | +20.3% | +21.3% | -1.0% | +13.4% |
| 3Y | -1.6% | +35.2% | -36.8% | -11.9% |
| 5Y | -21.4% | +10.1% | -31.5% | -26.0% |
| 10Y | +35.2% | +253.2% | -218.0% | +2.0% |
| All | +35.2% | +243.3% | -208.1% | +2.0% |
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