+253.8%
NEM vs PCG
-12.4%
+266.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.4% |
| 7D | +0.3% | -13.9% | +14.1% | +3.6% |
| 30D | +23.1% | -16.9% | +39.9% | +28.4% |
| 3M | +18.5% | -14.7% | +33.2% | +22.3% |
| 6M | +7.8% | -23.8% | +31.6% | +15.6% |
| YTD | +29.1% | -10.5% | +39.6% | +31.4% |
| 1Y | +72.7% | -5.1% | +77.8% | +71.6% |
| All | +253.8% | -12.4% | +266.1% | +243.5% |
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