+472.4%
NEM vs PNR
+3,553.7%
-3,081.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.4% |
| 7D | +3.9% | -3.0% | +6.9% | +4.3% |
| 30D | +12.7% | -14.9% | +27.6% | +15.5% |
| 3M | +28.7% | -19.0% | +47.7% | +32.5% |
| 6M | +9.8% | -35.9% | +45.7% | +17.3% |
| YTD | +28.1% | -43.1% | +71.3% | +39.2% |
| 1Y | +69.3% | -46.4% | +115.7% | +85.6% |
| 3Y | +247.7% | -10.8% | +258.5% | +249.9% |
| 5Y | +153.4% | -18.9% | +172.2% | +155.1% |
| 10Y | +291.3% | +64.4% | +226.9% | +245.0% |
| All | +472.4% | +3,553.7% | -3,081.3% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling