+342.1%
NEM vs PCG
-76.5%
+418.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -5.9% | -2.0% | -3.9% | -5.8% |
| 30D | -2.6% | -2.7% | +0.1% | -2.3% |
| 3M | -4.2% | -25.1% | +20.9% | -2.4% |
| 6M | -5.5% | -22.3% | +16.8% | -4.0% |
| YTD | +13.5% | -18.5% | +32.0% | +14.9% |
| 1Y | +22.2% | -21.8% | +44.0% | +24.0% |
| 3Y | +249.0% | -21.0% | +270.0% | +253.2% |
| 5Y | +120.1% | +8.1% | +112.0% | +118.2% |
| All | +342.1% | -76.5% | +418.7% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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