+332.4%
NEM vs PPL
+62.1%
+270.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +14.7% | -1.2% | +15.9% | +15.2% |
| 30D | +6.2% | +4.2% | +2.0% | +4.7% |
| 3M | +11.0% | +1.5% | +9.5% | +10.3% |
| 6M | +7.9% | +1.0% | +6.9% | +7.2% |
| YTD | +26.2% | +4.4% | +21.8% | +23.8% |
| 1Y | +51.5% | +0.8% | +50.7% | +50.4% |
| 3Y | +290.6% | +56.5% | +234.1% | +234.9% |
| 5Y | +153.1% | +47.7% | +105.4% | +120.0% |
| 10Y | +332.4% | +64.4% | +268.0% | +203.8% |
| All | +332.4% | +62.1% | +270.3% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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