+97.8%
NEM vs PCOR
-9.0%
+106.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.4% |
| 7D | +14.7% | +22.2% | -7.5% | +12.8% |
| 30D | +6.2% | +36.0% | -29.8% | +3.6% |
| 3M | +11.0% | +34.0% | -23.0% | +8.3% |
| 6M | +7.9% | +43.5% | -35.6% | +4.5% |
| YTD | +26.2% | +5.1% | +21.0% | +24.7% |
| 1Y | +51.5% | -3.9% | +55.4% | +50.9% |
| 3Y | +290.6% | +52.9% | +237.7% | +270.1% |
| 5Y | +153.1% | -18.7% | +171.7% | +135.6% |
| All | +97.8% | -9.0% | +106.8% | +84.8% |
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