+476.9%
NEM vs PCAR
+15,337.6%
-14,860.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.0% |
| 3M | +18.5% | +5.9% | +12.6% | +17.7% |
| 6M | +7.8% | +0.4% | +7.4% | +7.8% |
| YTD | +29.1% | +14.8% | +14.3% | +27.3% |
| 1Y | +72.7% | +30.1% | +42.6% | +67.9% |
| 3Y | +248.7% | +66.7% | +182.1% | +228.2% |
| 5Y | +148.7% | +166.1% | -17.4% | +121.4% |
| 10Y | +304.8% | +353.7% | -48.9% | +235.9% |
| All | +476.9% | +15,337.6% | -14,860.6% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling