+120.2%
NEM vs PEG
+43.5%
+76.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | -6.4% | +4.5% | -10.9% | -8.5% |
| 30D | +1.4% | +7.5% | -6.1% | -2.4% |
| 3M | -0.7% | +0.8% | -1.6% | -1.4% |
| 6M | -4.5% | 0.0% | -4.5% | -4.9% |
| YTD | +14.0% | -3.0% | +17.1% | +15.6% |
| 1Y | +27.3% | -4.7% | +32.0% | +30.2% |
| 3Y | +250.5% | +36.5% | +214.0% | +189.6% |
| All | +120.2% | +43.5% | +76.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling