+290.6%
NEM vs PM
+141.6%
+149.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.8% |
| 7D | +14.7% | -7.3% | +22.0% | +15.7% |
| 30D | +6.2% | -4.0% | +10.2% | +6.6% |
| 3M | +11.0% | +2.7% | +8.3% | +10.4% |
| 6M | +7.9% | +14.9% | -7.0% | +4.6% |
| YTD | +26.2% | +23.5% | +2.6% | +19.7% |
| 1Y | +51.5% | +30.4% | +21.1% | +41.6% |
| 3Y | +290.6% | +143.2% | +147.4% | +179.6% |
| All | +290.6% | +141.6% | +149.0% | +179.6% |
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