+246.1%
NEM vs PFG
+68.9%
+177.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +3.9% | +6.0% | -2.1% | +2.0% |
| 30D | +12.7% | +2.2% | +10.5% | +11.8% |
| 3M | +28.7% | +10.4% | +18.3% | +24.1% |
| 6M | +9.8% | +27.8% | -18.0% | +0.7% |
| YTD | +28.1% | +33.6% | -5.5% | +15.6% |
| 1Y | +69.3% | +49.3% | +20.1% | +47.4% |
| All | +246.1% | +68.9% | +177.2% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling