+324.0%
NEM vs PCAR
+296.2%
+27.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | +6.5% | -4.6% | +11.1% | +7.3% |
| 3M | +14.9% | -22.6% | +37.5% | +19.8% |
| 6M | +5.5% | -12.0% | +17.5% | +7.7% |
| YTD | +21.9% | -6.1% | +28.0% | +23.8% |
| 1Y | +47.9% | +6.3% | +41.6% | +48.0% |
| 3Y | +238.2% | +31.8% | +206.4% | +225.4% |
| 5Y | +146.2% | +104.2% | +42.0% | +122.2% |
| All | +324.0% | +296.2% | +27.8% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling