+819.0%
NEM vs PFG
+1,015.3%
-196.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | +0.3% | +5.5% | -5.2% | -0.4% |
| 30D | +23.1% | +2.4% | +20.7% | +22.7% |
| 3M | +18.5% | +13.6% | +4.9% | +16.4% |
| 6M | +7.8% | +27.9% | -20.1% | +4.3% |
| YTD | +29.1% | +35.6% | -6.4% | +23.9% |
| 1Y | +72.7% | +48.5% | +24.2% | +63.7% |
| 3Y | +248.7% | +66.9% | +181.9% | +224.3% |
| 5Y | +148.7% | +111.0% | +37.7% | +122.8% |
| 10Y | +304.8% | +244.5% | +60.3% | +226.1% |
| All | +819.0% | +1,015.3% | -196.2% | +411.7% |
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