+302.3%
NEM vs PNR
+66.2%
+236.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -6.0% | +5.0% | +0.2% |
| 30D | +7.8% | -14.0% | +21.8% | +10.9% |
| 3M | +30.2% | -21.7% | +51.9% | +35.8% |
| 6M | +9.6% | -37.3% | +46.9% | +19.4% |
| YTD | +27.8% | -45.1% | +72.9% | +42.3% |
| 1Y | +60.7% | -49.1% | +109.8% | +81.4% |
| 3Y | +245.3% | -14.8% | +260.1% | +251.1% |
| 5Y | +155.3% | -21.0% | +176.4% | +155.5% |
| All | +302.3% | +66.2% | +236.2% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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