-5.5%
NEM vs PFG
+15.0%
-20.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.5% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -2.6% | +5.0% | -7.5% | -3.1% |
| 3M | -4.2% | +0.1% | -4.3% | -5.1% |
| 6M | -5.5% | +13.8% | -19.3% | -8.3% |
| All | -5.5% | +15.0% | -20.4% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling