+131.0%
NEM vs PR
+257.5%
-126.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +1.1% | -4.6% | +5.7% | +1.3% |
| 3M | +1.3% | +4.7% | -3.4% | +0.5% |
| 6M | -1.4% | +12.4% | -13.8% | -3.0% |
| YTD | +19.4% | +62.9% | -43.4% | +12.2% |
| 1Y | +32.9% | +70.6% | -37.6% | +24.2% |
| 3Y | +267.0% | +90.0% | +177.0% | +234.4% |
| 5Y | +131.0% | +255.5% | -124.5% | +103.4% |
| All | +131.0% | +257.5% | -126.5% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling