+379.9%
NEM vs PCAR
+290.1%
+89.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.1% |
| 30D | +1.1% | +0.3% | +0.8% | +1.1% |
| 3M | +1.3% | -17.9% | +19.2% | +4.6% |
| 6M | -1.4% | -3.4% | +2.0% | -0.8% |
| YTD | +19.4% | -0.1% | +19.5% | +20.0% |
| 1Y | +32.9% | +13.4% | +19.5% | +31.6% |
| 3Y | +267.0% | +37.2% | +229.8% | +250.4% |
| 5Y | +131.0% | +117.3% | +13.7% | +106.3% |
| 10Y | +379.9% | +295.0% | +84.9% | +294.7% |
| All | +379.9% | +290.1% | +89.8% | +294.7% |
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