+291.3%
NEM vs PPL
+55.2%
+236.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | +1.8% | +2.1% | +3.2% |
| 30D | +12.7% | -1.1% | +13.8% | +13.1% |
| 3M | +28.7% | 0.0% | +28.6% | +28.4% |
| 6M | +9.8% | -7.6% | +17.4% | +12.5% |
| YTD | +28.1% | +1.7% | +26.4% | +26.8% |
| 1Y | +69.3% | +1.5% | +67.8% | +67.6% |
| 3Y | +247.7% | +55.3% | +192.4% | +197.3% |
| 5Y | +153.4% | +37.7% | +115.7% | +123.8% |
| 10Y | +291.3% | +54.0% | +237.3% | +207.5% |
| All | +291.3% | +55.2% | +236.1% | +207.5% |
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