+271.6%
NEM vs PWR
+241.6%
+30.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.9% |
| 7D | +11.6% | -11.2% | +22.9% | +13.7% |
| 30D | +1.8% | -17.4% | +19.2% | +5.4% |
| 3M | +2.5% | -11.7% | +14.3% | +4.1% |
| 6M | +3.4% | -21.7% | +25.1% | +7.6% |
| YTD | +20.9% | +38.3% | -17.4% | +9.7% |
| 1Y | +37.2% | +29.6% | +7.6% | +26.1% |
| 3Y | +271.6% | +236.1% | +35.5% | +208.4% |
| All | +271.6% | +241.6% | +30.1% | +208.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling