+458.8%
NEM vs PR
+169.5%
+289.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +0.3% | +2.9% | -2.6% | +0.2% |
| 30D | +23.1% | +18.0% | +5.0% | +22.6% |
| 3M | +18.5% | +16.9% | +1.6% | +18.0% |
| 6M | +7.8% | +28.2% | -20.4% | +7.0% |
| YTD | +29.1% | +69.3% | -40.2% | +27.3% |
| 1Y | +72.7% | +69.5% | +3.2% | +70.2% |
| 3Y | +248.7% | +81.7% | +167.0% | +242.3% |
| 5Y | +148.7% | +422.2% | -273.6% | +140.7% |
| 10Y | +304.8% | +110.4% | +194.4% | +317.8% |
| All | +458.8% | +169.5% | +289.4% | +496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling