+249.0%
NEM vs PCAR
+35.0%
+213.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.3% | -4.5% |
| 7D | -5.9% | +2.1% | -8.0% | -6.4% |
| 30D | -2.6% | -1.2% | -1.4% | -2.3% |
| 3M | -4.2% | -18.6% | +14.4% | +0.6% |
| 6M | -5.5% | -5.1% | -0.4% | -4.2% |
| YTD | +13.5% | -1.8% | +15.3% | +15.7% |
| 1Y | +22.2% | +10.6% | +11.5% | +23.3% |
| All | +249.0% | +35.0% | +213.9% | +205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling