+72.7%
NEM vs PR
+76.5%
-3.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.9% |
| 7D | +0.3% | +2.9% | -2.6% | +0.4% |
| 30D | +23.1% | +18.0% | +5.0% | +24.7% |
| 3M | +18.5% | +16.9% | +1.6% | +20.4% |
| 6M | +7.8% | +28.2% | -20.4% | +6.8% |
| YTD | +29.1% | +69.3% | -40.2% | +24.8% |
| 1Y | +72.7% | +69.5% | +3.2% | +67.1% |
| All | +72.7% | +76.5% | -3.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling