+319.4%
NEM vs PWR
+2,367.8%
-2,048.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +3.1% | +2.7% | +0.4% | +2.6% |
| 30D | +10.0% | -5.1% | +15.1% | +10.8% |
| 3M | +30.9% | -9.4% | +40.3% | +32.5% |
| 6M | +10.5% | +10.4% | +0.1% | +8.3% |
| YTD | +29.7% | +48.6% | -18.9% | +21.4% |
| 1Y | +71.1% | +68.0% | +3.1% | +57.4% |
| 3Y | +252.1% | +204.7% | +47.4% | +195.8% |
| 5Y | +157.7% | +451.9% | -294.2% | +99.9% |
| 10Y | +319.4% | +2,425.3% | -2,106.0% | +114.1% |
| All | +319.4% | +2,367.8% | -2,048.5% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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