+375.0%
NEM vs PAAS
+1,235.6%
-860.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.6% |
| 7D | +0.3% | -2.9% | +3.2% | +1.8% |
| 30D | +23.1% | +6.8% | +16.3% | +19.1% |
| 3M | +18.5% | -2.9% | +21.4% | +20.4% |
| 6M | +7.8% | -16.4% | +24.2% | +17.8% |
| YTD | +29.1% | 0.0% | +29.1% | +28.8% |
| 1Y | +72.7% | +54.3% | +18.3% | +39.1% |
| 3Y | +248.7% | +230.7% | +18.1% | +84.5% |
| 5Y | +148.7% | +111.6% | +37.0% | +57.3% |
| 10Y | +304.8% | +211.7% | +93.1% | +77.3% |
| All | +375.0% | +1,235.6% | -860.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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