+27.3%
NEM vs PCG
-19.5%
+46.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.1% |
| 7D | -6.4% | +2.2% | -8.6% | -6.7% |
| 30D | +1.4% | +0.8% | +0.7% | +1.3% |
| 3M | -0.7% | -23.8% | +23.1% | +2.4% |
| 6M | -4.5% | -19.6% | +15.1% | -2.2% |
| YTD | +14.0% | -16.7% | +30.8% | +25.0% |
| 1Y | +27.3% | -19.4% | +46.7% | +40.8% |
| All | +27.3% | -19.5% | +46.8% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling