+476.9%
NEM vs PPL
+2,096.5%
-1,619.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +23.1% | +0.5% | +22.6% | +22.9% |
| 3M | +18.5% | +0.7% | +17.8% | +18.1% |
| 6M | +7.8% | -7.6% | +15.4% | +9.7% |
| YTD | +29.1% | +1.8% | +27.3% | +28.2% |
| 1Y | +72.7% | -0.8% | +73.4% | +72.5% |
| 3Y | +248.7% | +56.9% | +191.9% | +211.4% |
| 5Y | +148.7% | +39.5% | +109.2% | +127.5% |
| 10Y | +304.8% | +55.4% | +249.4% | +250.7% |
| All | +476.9% | +2,096.5% | -1,619.5% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling