+51.1%
NEM vs PCOR
+4.0%
+47.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +19.7% | -9.8% | +8.2% |
| 7D | +3.7% | +21.8% | -18.2% | +2.0% |
| 30D | +2.0% | +39.5% | -37.6% | -0.1% |
| 3M | +21.1% | +35.2% | -14.1% | +18.9% |
| 6M | +9.5% | +21.7% | -12.2% | +7.8% |
| YTD | +19.1% | +3.9% | +15.1% | +24.0% |
| 1Y | +51.1% | +6.9% | +44.2% | +56.0% |
| All | +51.1% | +4.0% | +47.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling