+250.5%
NEM vs PH
+135.5%
+115.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -6.4% | +4.3% | -10.8% | -7.6% |
| 30D | +1.4% | +0.1% | +1.3% | +1.2% |
| 3M | -0.7% | -9.4% | +8.7% | +2.1% |
| 6M | -4.5% | +8.8% | -13.2% | -7.4% |
| YTD | +14.0% | +9.6% | +4.4% | +10.8% |
| 1Y | +27.3% | +14.4% | +12.8% | +22.3% |
| 3Y | +250.5% | +134.5% | +116.0% | +162.1% |
| All | +250.5% | +135.5% | +115.0% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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