+302.3%
NEM vs PNC
+279.5%
+22.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +7.8% | -4.4% | +12.2% | +8.3% |
| 3M | +30.2% | +5.2% | +25.0% | +29.4% |
| 6M | +9.6% | +20.6% | -11.0% | +7.4% |
| YTD | +27.8% | +19.8% | +8.1% | +25.2% |
| 1Y | +60.7% | +24.4% | +36.3% | +56.8% |
| 3Y | +245.3% | +131.2% | +114.1% | +216.3% |
| 5Y | +155.3% | +53.1% | +102.2% | +138.8% |
| All | +302.3% | +279.5% | +22.8% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling