+153.4%
NEM vs PH
+252.1%
-98.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +12.7% | -10.8% | +23.5% | +15.5% |
| 3M | +28.7% | +8.5% | +20.2% | +26.2% |
| 6M | +9.8% | +3.9% | +5.8% | +8.6% |
| YTD | +28.1% | +9.4% | +18.7% | +25.7% |
| 1Y | +69.3% | +26.8% | +42.6% | +61.8% |
| 3Y | +247.7% | +140.8% | +106.9% | +196.2% |
| 5Y | +153.4% | +253.8% | -100.4% | +100.2% |
| All | +153.4% | +252.1% | -98.7% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling