+243.5%
NEM vs PNR
-14.2%
+257.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -3.3% | -5.5% | +2.2% | -1.8% |
| 30D | +7.8% | -15.6% | +23.4% | +12.8% |
| 3M | +36.3% | -20.2% | +56.5% | +43.7% |
| 6M | +6.6% | -36.6% | +43.2% | +20.5% |
| YTD | +27.1% | -45.0% | +72.1% | +48.4% |
| 1Y | +62.3% | -47.4% | +109.8% | +91.9% |
| All | +243.5% | -14.2% | +257.7% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling