+1,706.1%
PLTR vs NEE
+41.7%
+1,664.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +10.7% | -3.4% | +14.1% | +11.6% |
| 30D | -17.8% | +9.0% | -26.8% | -19.8% |
| 3M | +0.3% | +0.2% | +0.1% | 0.0% |
| 6M | +26.2% | -8.5% | +34.7% | +28.7% |
| YTD | -3.5% | +8.6% | -12.0% | -7.4% |
| 1Y | -6.8% | +2.2% | -9.0% | -8.8% |
| 3Y | +772.3% | +69.1% | +703.2% | +573.6% |
| 5Y | +651.6% | +13.0% | +638.5% | +576.3% |
| All | +1,706.1% | +41.7% | +1,664.4% | +1,326.3% |
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