+472.4%
NEM vs PNC
+4,053.5%
-3,581.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +3.9% | +2.3% | +1.6% | +3.8% |
| 30D | +12.7% | -3.8% | +16.5% | +12.9% |
| 3M | +28.7% | +7.8% | +20.9% | +28.2% |
| 6M | +9.8% | +19.7% | -9.9% | +8.9% |
| YTD | +28.1% | +19.1% | +9.0% | +27.1% |
| 1Y | +69.3% | +23.1% | +46.2% | +67.8% |
| 3Y | +247.7% | +132.1% | +115.5% | +235.9% |
| 5Y | +153.4% | +52.2% | +101.1% | +147.4% |
| 10Y | +291.3% | +271.4% | +19.9% | +270.3% |
| All | +472.4% | +4,053.5% | -3,581.1% | +557.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling