+199.5%
NEM vs PSLV
+120.6%
+78.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.3% |
| 7D | +3.1% | +3.3% | -0.3% | +0.9% |
| 30D | +10.0% | +2.1% | +7.9% | +8.6% |
| 3M | +30.9% | +7.1% | +23.7% | +25.5% |
| 6M | +10.5% | -21.6% | +32.1% | +28.9% |
| YTD | +29.7% | -6.7% | +36.5% | +26.8% |
| 1Y | +71.1% | +59.3% | +11.8% | +16.1% |
| 3Y | +252.1% | +182.1% | +70.0% | +61.9% |
| 5Y | +157.7% | +162.6% | -4.9% | +24.1% |
| 10Y | +319.4% | +203.0% | +116.3% | +76.7% |
| All | +199.5% | +120.6% | +78.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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