+154.0%
NEM vs PM
+132.4%
+21.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.5% |
| 7D | -3.3% | +1.9% | -5.2% | -3.7% |
| 30D | +7.8% | +1.9% | +5.9% | +7.3% |
| 3M | +36.3% | +4.6% | +31.7% | +34.2% |
| 6M | +6.6% | +11.7% | -5.1% | +2.6% |
| YTD | +27.1% | +20.4% | +6.8% | +19.4% |
| 1Y | +62.3% | +19.0% | +43.4% | +52.7% |
| 3Y | +245.1% | +130.4% | +114.7% | +153.9% |
| 5Y | +154.0% | +131.5% | +22.5% | +79.6% |
| All | +154.0% | +132.4% | +21.6% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling