+154.6%
NEM vs PTC
+6.0%
+148.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -1.2% |
| 7D | +0.3% | -10.3% | +10.6% | +1.4% |
| 30D | +23.1% | +1.1% | +21.9% | +22.9% |
| 3M | +18.5% | +1.6% | +16.9% | +18.1% |
| 6M | +7.8% | -13.5% | +21.2% | +9.6% |
| YTD | +29.1% | -19.1% | +48.2% | +32.3% |
| 1Y | +72.7% | -33.9% | +106.5% | +82.1% |
| 3Y | +248.7% | -3.9% | +252.6% | +242.5% |
| All | +154.6% | +6.0% | +148.6% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling