+247.7%
NEM vs PM
+124.9%
+122.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +3.9% | -1.3% | +5.1% | +4.0% |
| 30D | +12.7% | -2.6% | +15.3% | +13.1% |
| 3M | +28.7% | +5.8% | +22.9% | +26.7% |
| 6M | +9.8% | +10.6% | -0.8% | +6.5% |
| YTD | +28.1% | +17.2% | +10.9% | +22.2% |
| 1Y | +69.3% | +17.6% | +51.7% | +61.2% |
| 3Y | +247.7% | +124.3% | +123.4% | +153.3% |
| All | +247.7% | +124.9% | +122.8% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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