+71.1%
NEM vs PCG
-1.5%
+72.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +1.8% |
| 7D | +3.1% | +6.5% | -3.4% | +2.1% |
| 30D | +10.0% | -16.7% | +26.7% | +12.9% |
| 3M | +30.9% | -14.2% | +45.1% | +33.2% |
| 6M | +10.5% | -21.5% | +32.0% | +15.8% |
| YTD | +29.7% | -11.2% | +40.9% | +36.2% |
| 1Y | +71.1% | -4.2% | +75.3% | +76.7% |
| All | +71.1% | -1.5% | +72.6% | +76.7% |
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 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