+476.9%
NEM vs PCG
+103.4%
+373.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | +0.3% | -13.9% | +14.1% | +1.2% |
| 30D | +23.1% | -16.9% | +39.9% | +24.5% |
| 3M | +18.5% | -14.7% | +33.2% | +19.6% |
| 6M | +7.8% | -23.8% | +31.6% | +9.7% |
| YTD | +29.1% | -10.5% | +39.6% | +29.8% |
| 1Y | +72.7% | -5.1% | +77.8% | +72.7% |
| 3Y | +248.7% | -11.6% | +260.3% | +250.2% |
| 5Y | +148.7% | +59.0% | +89.7% | +139.6% |
| 10Y | +304.8% | -75.7% | +380.5% | +308.2% |
| All | +476.9% | +103.4% | +373.6% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling