+154.6%
NEM vs PCAR
+168.1%
-13.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +23.1% | -6.2% | +29.3% | +24.4% |
| 3M | +18.5% | +5.9% | +12.6% | +17.3% |
| 6M | +7.8% | +0.4% | +7.4% | +7.3% |
| YTD | +29.1% | +14.8% | +14.3% | +27.3% |
| 1Y | +72.7% | +30.1% | +42.6% | +68.7% |
| 3Y | +248.7% | +66.7% | +182.1% | +231.6% |
| All | +154.6% | +168.1% | -13.5% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling