+247.6%
NEM vs PM
+752.6%
-505.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +0.3% | -4.9% | +5.2% | +1.7% |
| 30D | +23.1% | -3.4% | +26.5% | +24.2% |
| 3M | +18.5% | +5.2% | +13.3% | +16.0% |
| 6M | +7.8% | +3.7% | +4.1% | +5.4% |
| YTD | +29.1% | +15.8% | +13.3% | +21.7% |
| 1Y | +72.7% | +17.4% | +55.3% | +61.7% |
| 3Y | +248.7% | +116.9% | +131.8% | +165.5% |
| 5Y | +148.7% | +117.3% | +31.4% | +87.5% |
| 10Y | +304.8% | +193.8% | +111.0% | +162.8% |
| All | +247.6% | +752.6% | -505.1% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling