+146.9%
NEM vs PCAR
+101.4%
+45.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | +6.5% | -4.6% | +11.1% | +7.4% |
| 3M | +14.9% | -22.6% | +37.5% | +20.2% |
| 6M | +5.5% | -12.0% | +17.5% | +7.9% |
| YTD | +21.9% | -6.1% | +28.0% | +24.5% |
| 1Y | +47.9% | +6.3% | +41.6% | +49.7% |
| 3Y | +238.2% | +31.8% | +206.4% | +232.3% |
| All | +146.9% | +101.4% | +45.5% | +134.3% |
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