+332.4%
NEM vs PR
+66.7%
+265.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.5% |
| 7D | +14.7% | -12.4% | +27.1% | +15.0% |
| 30D | +6.2% | -6.6% | +12.8% | +6.3% |
| 3M | +11.0% | +7.5% | +3.5% | +10.7% |
| 6M | +7.9% | +10.8% | -2.9% | +7.5% |
| YTD | +26.2% | +57.0% | -30.9% | +24.5% |
| 1Y | +51.5% | +67.9% | -16.4% | +49.2% |
| 3Y | +290.6% | +87.6% | +203.0% | +282.8% |
| 5Y | +153.1% | +220.4% | -67.3% | +145.4% |
| 10Y | +332.4% | +64.8% | +267.6% | +328.7% |
| All | +332.4% | +66.7% | +265.7% | +328.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling