+253.0%
NEM vs PR
+73.2%
+179.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | +2.9% | -2.6% | -0.1% |
| 30D | +23.1% | +18.0% | +5.0% | +20.8% |
| 3M | +18.5% | +16.9% | +1.6% | +16.3% |
| 6M | +7.8% | +28.2% | -20.4% | +3.2% |
| YTD | +29.1% | +69.3% | -40.2% | +17.8% |
| 1Y | +72.7% | +69.5% | +3.2% | +57.1% |
| All | +253.0% | +73.2% | +179.9% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling