+155.1%
NEM vs PPG
-24.1%
+179.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.0% | -6.2% | +5.2% | +0.9% |
| 30D | +7.8% | -7.9% | +15.8% | +10.4% |
| 3M | +30.2% | -10.2% | +40.4% | +34.1% |
| 6M | +9.6% | +2.7% | +6.9% | +8.9% |
| YTD | +27.8% | +4.9% | +22.9% | +26.3% |
| 1Y | +60.7% | -3.2% | +63.9% | +61.5% |
| 3Y | +245.3% | -17.0% | +262.3% | +256.4% |
| All | +155.1% | -24.1% | +179.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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