-22.2%
PFE vs NEE
+12.6%
-34.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -2.7% | +1.1% | -3.7% | -2.9% |
| 30D | +3.8% | -0.2% | +4.1% | +3.9% |
| 3M | +10.4% | +0.5% | +9.8% | +10.2% |
| 6M | +6.3% | -6.5% | +12.8% | +7.5% |
| YTD | +17.4% | +6.7% | +10.7% | +15.4% |
| 1Y | +21.1% | +23.6% | -2.5% | +15.4% |
| 3Y | -1.6% | +37.1% | -38.7% | -8.9% |
| 5Y | -22.2% | +10.9% | -33.1% | -23.8% |
| All | -22.2% | +12.6% | -34.8% | -23.8% |
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