+72.7%
NEM vs PCAR
+32.4%
+40.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +23.1% | -6.2% | +29.3% | +27.2% |
| 3M | +18.5% | +5.9% | +12.6% | +13.9% |
| 6M | +7.8% | +0.4% | +7.4% | +5.3% |
| YTD | +29.1% | +14.8% | +14.3% | +24.2% |
| 1Y | +72.7% | +30.1% | +42.6% | +62.6% |
| All | +72.7% | +32.4% | +40.3% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling