+221.4%
NEM vs PM
+825.0%
-603.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +0.3% | -7.1% | +7.4% | +2.3% |
| 30D | +1.1% | -2.8% | +3.9% | +1.7% |
| 3M | +1.3% | +6.3% | -5.1% | -0.9% |
| 6M | -1.4% | +9.6% | -11.0% | -5.0% |
| YTD | +19.4% | +25.6% | -6.2% | +9.6% |
| 1Y | +32.9% | +29.7% | +3.3% | +20.7% |
| 3Y | +267.0% | +147.6% | +119.5% | +167.7% |
| 5Y | +131.0% | +160.1% | -29.1% | +64.7% |
| 10Y | +379.9% | +260.9% | +119.0% | +187.1% |
| All | +221.4% | +825.0% | -603.6% | +7.1% |
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