+129.0%
NEM vs PL
+84.9%
+44.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +0.3% | -9.3% | +9.6% | +1.0% |
| 30D | +23.1% | -18.9% | +42.0% | +25.1% |
| 3M | +18.5% | -58.4% | +76.9% | +26.4% |
| 6M | +7.8% | -30.3% | +38.1% | +9.5% |
| YTD | +29.1% | -8.1% | +37.2% | +28.3% |
| 1Y | +72.7% | +180.5% | -107.8% | +57.6% |
| 3Y | +248.7% | +444.1% | -195.4% | +187.7% |
| 5Y | +148.7% | +83.0% | +65.7% | +123.4% |
| All | +129.0% | +84.9% | +44.1% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling