+153.4%
NEM vs PWR
+458.8%
-305.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | +3.9% | +4.5% | -0.7% | +2.9% |
| 30D | +12.7% | -4.9% | +17.6% | +13.7% |
| 3M | +28.7% | -7.9% | +36.5% | +30.0% |
| 6M | +9.8% | +18.3% | -8.6% | +5.9% |
| YTD | +28.1% | +51.5% | -23.4% | +18.5% |
| 1Y | +69.3% | +70.3% | -1.0% | +54.1% |
| 3Y | +247.7% | +210.6% | +37.1% | +190.5% |
| 5Y | +153.4% | +456.7% | -303.3% | +106.9% |
| All | +153.4% | +458.8% | -305.5% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling