+256.9%
NEM vs PSX
+1,139.4%
-882.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | +4.5% | -4.2% | -0.3% |
| 30D | +23.1% | +26.6% | -3.5% | +19.4% |
| 3M | +18.5% | +39.3% | -20.8% | +13.4% |
| 6M | +7.8% | +56.8% | -49.0% | +1.2% |
| YTD | +29.1% | +101.8% | -72.7% | +16.9% |
| 1Y | +72.7% | +99.6% | -26.9% | +56.5% |
| 3Y | +248.7% | +140.3% | +108.4% | +204.4% |
| 5Y | +148.7% | +339.3% | -190.7% | +97.6% |
| 10Y | +304.8% | +369.9% | -65.1% | +201.5% |
| All | +256.9% | +1,139.4% | -882.6% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling