+422.3%
NEM vs PR
+147.8%
+274.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.2% | +1.5% |
| 7D | +7.1% | -16.5% | +23.6% | +7.5% |
| 30D | +2.9% | -4.5% | +7.4% | +2.9% |
| 3M | +15.0% | +8.5% | +6.5% | +14.7% |
| 6M | +10.3% | -3.3% | +13.6% | +10.3% |
| YTD | +20.7% | +55.7% | -35.0% | +19.1% |
| 1Y | +48.0% | +82.0% | -34.0% | +45.6% |
| 3Y | +225.0% | +62.5% | +162.6% | +219.6% |
| 5Y | +143.7% | +223.9% | -80.2% | +136.8% |
| 10Y | +305.3% | +64.2% | +241.0% | +314.1% |
| All | +422.3% | +147.8% | +274.5% | +458.1% |
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