+146.9%
NEM vs PL
+20.8%
+126.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.4% | +0.2% |
| 7D | +13.4% | -6.8% | +20.2% | +13.9% |
| 30D | +6.5% | -29.3% | +35.8% | +9.3% |
| 3M | +14.9% | -44.8% | +59.7% | +20.1% |
| 6M | +5.5% | -68.4% | +73.9% | +14.6% |
| YTD | +21.9% | -36.4% | +58.2% | +24.4% |
| 1Y | +47.9% | +0.7% | +47.2% | +45.7% |
| 3Y | +238.2% | +455.3% | -217.1% | +179.9% |
| All | +146.9% | +20.8% | +126.1% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling