+476.9%
NEM vs PTC
+6,346.6%
-5,869.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -1.6% |
| 7D | +0.3% | -10.3% | +10.6% | +0.6% |
| 30D | +23.1% | +1.1% | +21.9% | +23.0% |
| 3M | +18.5% | +1.6% | +16.9% | +18.3% |
| 6M | +7.8% | -13.5% | +21.2% | +8.1% |
| YTD | +29.1% | -19.1% | +48.2% | +29.7% |
| 1Y | +72.7% | -33.9% | +106.5% | +74.6% |
| 3Y | +248.7% | -3.9% | +252.6% | +248.0% |
| 5Y | +148.7% | +6.0% | +142.6% | +146.9% |
| 10Y | +304.8% | +223.7% | +81.0% | +290.2% |
| All | +476.9% | +6,346.6% | -5,869.7% | +495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling