+78.0%
NEM vs PCOR
-8.1%
+86.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -5.9% | +2.2% | -8.1% | -6.1% |
| 30D | -2.6% | +37.4% | -40.0% | -5.0% |
| 3M | -4.2% | +33.2% | -37.4% | -6.5% |
| 6M | -5.5% | +60.6% | -66.1% | -9.2% |
| YTD | +13.5% | +6.2% | +7.4% | +12.1% |
| 1Y | +22.2% | -1.1% | +23.2% | +21.4% |
| 3Y | +249.0% | +48.4% | +200.5% | +231.1% |
| 5Y | +120.1% | -13.1% | +133.2% | +104.8% |
| All | +78.0% | -8.1% | +86.1% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling