+136.6%
NEM vs PWR
+400.1%
-263.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.9% |
| 7D | +11.6% | -11.2% | +22.9% | +13.4% |
| 30D | +1.8% | -17.4% | +19.2% | +4.7% |
| 3M | +2.5% | -11.7% | +14.3% | +3.8% |
| 6M | +3.4% | -21.7% | +25.1% | +6.8% |
| YTD | +20.9% | +38.3% | -17.4% | +12.3% |
| 1Y | +37.2% | +29.6% | +7.6% | +28.8% |
| 3Y | +271.6% | +236.1% | +35.5% | +204.2% |
| 5Y | +136.6% | +406.3% | -269.7% | +93.6% |
| All | +136.6% | +400.1% | -263.5% | +93.6% |
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