+238.2%
NEM vs PCOR
+43.8%
+194.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +13.4% | +22.7% | -9.3% | +11.1% |
| 30D | +6.5% | +37.5% | -31.0% | +3.3% |
| 3M | +14.9% | +35.2% | -20.3% | +11.5% |
| 6M | +5.5% | +42.2% | -36.7% | +1.7% |
| YTD | +21.9% | +3.6% | +18.3% | +21.2% |
| 1Y | +47.9% | -4.8% | +52.6% | +48.5% |
| 3Y | +238.2% | +48.3% | +189.8% | +182.1% |
| All | +238.2% | +43.8% | +194.4% | +182.1% |
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