+3,908.7%
PG vs NEE
+7,150.9%
-3,242.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | -1.5% | -3.1% | +1.6% | -0.5% |
| 3M | -3.4% | -2.4% | -0.9% | -2.6% |
| 6M | -7.0% | -8.6% | +1.6% | -4.5% |
| YTD | +2.0% | +4.9% | -2.9% | +0.1% |
| 1Y | -6.5% | +19.4% | -25.8% | -12.3% |
| 3Y | +1.2% | +34.9% | -33.7% | -11.3% |
| 5Y | +12.8% | +11.0% | +1.8% | +3.9% |
| 10Y | +117.7% | +252.3% | -134.6% | +35.2% |
| All | +3,908.7% | +7,150.9% | -3,242.2% | +736.8% |
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 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