+253.0%
NEM vs PCOR
-14.4%
+267.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.4% |
| 7D | +0.3% | -9.0% | +9.3% | +1.1% |
| 30D | +23.1% | +4.2% | +18.9% | +22.6% |
| 3M | +18.5% | +14.4% | +4.1% | +17.0% |
| 6M | +7.8% | +0.2% | +7.6% | +7.3% |
| YTD | +29.1% | -20.3% | +49.4% | +31.6% |
| 1Y | +72.7% | -16.1% | +88.8% | +74.5% |
| All | +253.0% | -14.4% | +267.4% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling