+982.8%
NEM vs PBR
+1,916.3%
-933.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.4% |
| 7D | -3.3% | +4.2% | -7.5% | -4.2% |
| 30D | +7.8% | +22.7% | -14.9% | +3.1% |
| 3M | +36.3% | +21.5% | +14.7% | +30.2% |
| 6M | +6.6% | +24.0% | -17.4% | +0.8% |
| YTD | +27.1% | +88.2% | -61.1% | +9.9% |
| 1Y | +62.3% | +74.8% | -12.5% | +42.3% |
| 3Y | +245.1% | +105.1% | +139.9% | +187.9% |
| 5Y | +154.0% | +572.2% | -418.3% | +56.1% |
| 10Y | +311.0% | +692.7% | -381.8% | +100.9% |
| All | +982.8% | +1,916.3% | -933.5% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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