+319.4%
NEM vs PTC
+196.2%
+123.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.7% |
| 7D | +3.1% | -13.6% | +16.6% | +4.9% |
| 30D | +10.0% | -14.7% | +24.6% | +12.1% |
| 3M | +30.9% | -5.9% | +36.8% | +31.3% |
| 6M | +10.5% | -21.1% | +31.7% | +13.4% |
| YTD | +29.7% | -26.0% | +55.7% | +34.1% |
| 1Y | +71.1% | -36.8% | +108.0% | +80.9% |
| 3Y | +252.1% | -10.3% | +262.4% | +249.7% |
| 5Y | +157.7% | +1.2% | +156.5% | +149.3% |
| 10Y | +319.4% | +198.3% | +121.1% | +241.4% |
| All | +319.4% | +196.2% | +123.2% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling