+102.3%
NEM vs PL
+40.9%
+61.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -6.4% | +10.0% | -16.5% | -7.2% |
| 30D | +1.4% | -2.3% | +3.7% | +1.3% |
| 3M | -0.7% | -44.2% | +43.5% | +3.7% |
| 6M | -4.5% | -66.1% | +61.6% | +3.2% |
| YTD | +14.0% | -30.0% | +44.0% | +15.5% |
| 1Y | +27.3% | +21.0% | +6.3% | +23.7% |
| 3Y | +250.5% | +516.5% | -266.0% | +188.2% |
| 5Y | +121.1% | +32.0% | +89.0% | +93.2% |
| All | +102.3% | +40.9% | +61.4% | +84.7% |
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