+72.7%
NEM vs PFG
+51.4%
+21.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | +0.3% | +5.5% | -5.2% | -1.2% |
| 30D | +23.1% | +2.4% | +20.7% | +22.1% |
| 3M | +18.5% | +13.6% | +4.9% | +13.1% |
| 6M | +7.8% | +27.9% | -20.1% | -1.8% |
| YTD | +29.1% | +35.6% | -6.4% | +16.4% |
| 1Y | +72.7% | +48.5% | +24.2% | +56.5% |
| All | +72.7% | +51.4% | +21.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling