+238.2%
NEM vs PCAR
+31.0%
+207.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | +6.5% | -4.6% | +11.1% | +7.8% |
| 3M | +14.9% | -22.6% | +37.5% | +22.3% |
| 6M | +5.5% | -12.0% | +17.5% | +8.8% |
| YTD | +21.9% | -6.1% | +28.0% | +25.7% |
| 1Y | +47.9% | +6.3% | +41.6% | +51.0% |
| 3Y | +238.2% | +31.8% | +206.4% | +184.1% |
| All | +238.2% | +31.0% | +207.2% | +184.1% |
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