+302.3%
NEM vs PFG
+251.1%
+51.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | +7.8% | +2.9% | +5.0% | +7.4% |
| 3M | +30.2% | +6.7% | +23.5% | +29.1% |
| 6M | +9.6% | +33.8% | -24.2% | +5.7% |
| YTD | +27.8% | +35.0% | -7.1% | +23.1% |
| 1Y | +60.7% | +46.4% | +14.3% | +53.4% |
| 3Y | +245.3% | +71.7% | +173.6% | +222.8% |
| 5Y | +155.3% | +113.7% | +41.7% | +135.0% |
| All | +302.3% | +251.1% | +51.2% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling