+3,280.0%
PFE vs NEE
+7,238.0%
-3,958.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.8% | +1.9% | -0.2% | +1.1% |
| 30D | +10.2% | -2.2% | +12.4% | +11.0% |
| 3M | +12.7% | -1.2% | +13.9% | +13.0% |
| 6M | +10.5% | -8.6% | +19.1% | +13.4% |
| YTD | +20.2% | +6.2% | +14.0% | +17.1% |
| 1Y | +24.1% | +21.1% | +3.0% | +15.4% |
| 3Y | -3.6% | +36.4% | -40.0% | -16.4% |
| 5Y | -20.9% | +11.4% | -32.2% | -27.8% |
| 10Y | +35.8% | +250.0% | -214.1% | -21.5% |
| All | +3,280.0% | +7,238.0% | -3,958.0% | +490.0% |
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 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