+247.7%
NEM vs PH
+141.1%
+106.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +12.7% | -10.8% | +23.5% | +16.5% |
| 3M | +28.7% | +8.5% | +20.2% | +25.3% |
| 6M | +9.8% | +3.9% | +5.8% | +8.1% |
| YTD | +28.1% | +9.4% | +18.7% | +24.9% |
| 1Y | +69.3% | +26.8% | +42.6% | +59.4% |
| 3Y | +247.7% | +140.8% | +106.9% | +170.3% |
| All | +247.7% | +141.1% | +106.6% | +170.3% |
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