+476.9%
NEM vs PEG
+2,907.1%
-2,430.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +23.1% | -2.4% | +25.5% | +23.8% |
| 3M | +18.5% | -4.8% | +23.3% | +20.0% |
| 6M | +7.8% | -10.7% | +18.5% | +11.2% |
| YTD | +29.1% | -6.7% | +35.8% | +31.6% |
| 1Y | +72.7% | -6.8% | +79.5% | +76.0% |
| 3Y | +248.7% | +34.5% | +214.3% | +221.0% |
| 5Y | +148.7% | +35.8% | +112.9% | +127.5% |
| 10Y | +304.8% | +141.7% | +163.0% | +215.3% |
| All | +476.9% | +2,907.1% | -2,430.1% | +324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling