+243.5%
NEM vs PSX
+132.2%
+111.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | -3.3% | +1.5% | -4.8% | -3.4% |
| 30D | +7.8% | +15.8% | -8.0% | +7.0% |
| 3M | +36.3% | +43.0% | -6.8% | +33.2% |
| 6M | +6.6% | +61.1% | -54.5% | +2.3% |
| YTD | +27.1% | +104.5% | -77.4% | +17.8% |
| 1Y | +62.3% | +102.5% | -40.2% | +50.6% |
| All | +243.5% | +132.2% | +111.3% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling