+332.4%
NEM vs PCAR
+326.7%
+5.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.9% |
| 7D | +14.7% | +2.9% | +11.8% | +14.2% |
| 30D | +6.2% | -2.1% | +8.3% | +6.6% |
| 3M | +11.0% | -20.4% | +31.4% | +15.1% |
| 6M | +7.9% | -7.0% | +14.9% | +9.2% |
| YTD | +26.2% | -2.6% | +28.8% | +27.4% |
| 1Y | +51.5% | +9.8% | +41.7% | +50.8% |
| 3Y | +290.6% | +37.3% | +253.3% | +273.7% |
| 5Y | +153.1% | +116.4% | +36.6% | +126.7% |
| 10Y | +332.4% | +293.0% | +39.4% | +260.9% |
| All | +332.4% | +326.7% | +5.7% | +260.9% |
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