+238.2%
NEM vs PCG
-21.6%
+259.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +13.4% | -1.6% | +15.0% | +13.9% |
| 30D | +6.5% | +1.4% | +5.1% | +6.1% |
| 3M | +14.9% | -23.4% | +38.3% | +21.8% |
| 6M | +5.5% | -19.4% | +24.9% | +9.6% |
| YTD | +21.9% | -18.5% | +40.4% | +26.7% |
| 1Y | +47.9% | -19.5% | +67.4% | +54.4% |
| 3Y | +238.2% | -21.0% | +259.2% | +232.6% |
| All | +238.2% | -21.6% | +259.8% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling