+114.5%
NEM vs PL
+45.6%
+68.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +11.6% | +5.6% | +6.0% | +10.9% |
| 30D | +1.8% | -16.9% | +18.7% | +3.1% |
| 3M | +2.5% | -38.2% | +40.7% | +6.1% |
| 6M | +3.4% | -63.4% | +66.9% | +11.0% |
| YTD | +20.9% | -27.6% | +48.6% | +22.1% |
| 1Y | +37.2% | +6.6% | +30.6% | +34.3% |
| 3Y | +271.6% | +557.6% | -286.0% | +204.1% |
| 5Y | +136.6% | +39.5% | +97.2% | +109.2% |
| All | +114.5% | +45.6% | +68.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling