+250.5%
NEM vs PCG
-19.3%
+269.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.1% |
| 7D | -6.4% | +2.2% | -8.6% | -6.9% |
| 30D | +1.4% | +0.8% | +0.7% | +1.2% |
| 3M | -0.7% | -23.8% | +23.1% | +5.5% |
| 6M | -4.5% | -19.6% | +15.1% | -0.4% |
| YTD | +14.0% | -16.7% | +30.8% | +17.9% |
| 1Y | +27.3% | -19.4% | +46.7% | +33.1% |
| 3Y | +250.5% | -18.3% | +268.8% | +247.0% |
| All | +250.5% | -19.3% | +269.8% | +247.0% |
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