+427.5%
NEM vs PR
+152.6%
+274.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +13.4% | -16.4% | +29.8% | +13.8% |
| 30D | +6.5% | -1.9% | +8.4% | +6.5% |
| 3M | +14.9% | +8.0% | +7.0% | +14.7% |
| 6M | +5.5% | +4.1% | +1.4% | +5.3% |
| YTD | +21.9% | +58.7% | -36.8% | +20.3% |
| 1Y | +47.9% | +75.8% | -28.0% | +45.5% |
| 3Y | +238.2% | +73.2% | +165.0% | +232.1% |
| 5Y | +146.2% | +230.1% | -84.0% | +139.0% |
| 10Y | +309.3% | +67.4% | +242.0% | +318.1% |
| All | +427.5% | +152.6% | +274.9% | +463.4% |
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