+271.6%
NEM vs PCOR
+52.3%
+219.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +11.6% | +20.7% | -9.1% | +9.4% |
| 30D | +1.8% | +35.7% | -33.9% | -1.2% |
| 3M | +2.5% | +31.1% | -28.5% | -0.3% |
| 6M | +3.4% | +43.1% | -39.7% | -0.4% |
| YTD | +20.9% | +4.8% | +16.1% | +20.1% |
| 1Y | +37.2% | -3.7% | +40.9% | +37.7% |
| 3Y | +271.6% | +46.5% | +225.1% | +200.9% |
| All | +271.6% | +52.3% | +219.3% | +200.9% |
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