+708.2%
NEM vs PFG
+979.8%
-271.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 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% | -4.2% |
| 6M | -5.5% | +13.8% | -19.3% | -7.2% |
| YTD | +13.5% | +31.2% | -17.7% | +9.4% |
| 1Y | +22.2% | +37.1% | -14.9% | +17.1% |
| 3Y | +249.0% | +80.6% | +168.4% | +221.4% |
| 5Y | +120.1% | +93.7% | +26.4% | +99.4% |
| 10Y | +356.3% | +185.5% | +170.8% | +277.1% |
| All | +708.2% | +979.8% | -271.6% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling