+207.7%
NEM vs PLTU
+142.1%
+65.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | +3.9% | -11.6% | +15.4% | +4.6% |
| 30D | +12.7% | -4.6% | +17.3% | +12.8% |
| 3M | +28.7% | +33.7% | -5.1% | +23.9% |
| 6M | +9.8% | -9.4% | +19.2% | +7.7% |
| YTD | +28.1% | -34.7% | +62.8% | +27.2% |
| 1Y | +69.3% | -23.2% | +92.6% | +65.2% |
| All | +207.7% | +142.1% | +65.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 3y: compounded portfolio wealth divided by compounded PLTU 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…
3y analysis · Full analysis span regression · 6 months rolling