+476.9%
NEM vs PH
+25,185.5%
-24,708.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | +23.1% | -3.2% | +26.3% | +23.6% |
| 3M | +18.5% | +10.6% | +7.9% | +16.5% |
| 6M | +7.8% | -2.1% | +9.9% | +8.1% |
| YTD | +29.1% | +10.2% | +18.9% | +27.1% |
| 1Y | +72.7% | +28.2% | +44.4% | +65.7% |
| 3Y | +248.7% | +134.9% | +113.9% | +201.6% |
| 5Y | +148.7% | +253.6% | -105.0% | +99.3% |
| 10Y | +304.8% | +804.7% | -500.0% | +168.2% |
| All | +476.9% | +25,185.5% | -24,708.6% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling