+155.1%
NEM vs PNR
-21.7%
+176.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -6.0% | +5.0% | +0.4% |
| 30D | +7.8% | -14.0% | +21.8% | +11.6% |
| 3M | +30.2% | -21.7% | +51.9% | +37.0% |
| 6M | +9.6% | -37.3% | +46.9% | +21.8% |
| YTD | +27.8% | -45.1% | +72.9% | +45.7% |
| 1Y | +60.7% | -49.1% | +109.8% | +86.4% |
| 3Y | +245.3% | -14.8% | +260.1% | +249.2% |
| All | +155.1% | -21.7% | +176.8% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling