+146.9%
NEM vs PCOR
-19.6%
+166.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +13.4% | +22.7% | -9.3% | +11.4% |
| 30D | +6.5% | +37.5% | -31.0% | +3.6% |
| 3M | +14.9% | +35.2% | -20.3% | +11.8% |
| 6M | +5.5% | +42.2% | -36.7% | +2.0% |
| YTD | +21.9% | +3.6% | +18.3% | +20.6% |
| 1Y | +47.9% | -4.8% | +52.6% | +47.4% |
| 3Y | +238.2% | +48.3% | +189.8% | +219.0% |
| All | +146.9% | -19.6% | +166.6% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling