+332.4%
NEM vs PCG
-77.2%
+409.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +14.7% | -1.1% | +15.8% | +14.8% |
| 30D | +6.2% | +0.1% | +6.1% | +6.2% |
| 3M | +11.0% | -24.4% | +35.4% | +13.0% |
| 6M | +7.9% | -17.7% | +25.6% | +9.1% |
| YTD | +26.2% | -17.4% | +43.6% | +27.5% |
| 1Y | +51.5% | -19.4% | +70.9% | +53.4% |
| 3Y | +290.6% | -18.6% | +309.2% | +294.5% |
| 5Y | +153.1% | +10.2% | +142.9% | +150.6% |
| 10Y | +332.4% | -76.7% | +409.1% | +288.7% |
| All | +332.4% | -77.2% | +409.6% | +288.7% |
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