+51.1%
NEM vs PFGC
+12.5%
+38.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +13.5% | -3.6% | +5.9% |
| 7D | +3.7% | +13.9% | -10.2% | -0.2% |
| 30D | +2.0% | +18.4% | -16.4% | -2.5% |
| 3M | +21.1% | -2.5% | +23.6% | +20.2% |
| 6M | +9.5% | +26.0% | -16.5% | +1.2% |
| YTD | +19.1% | +21.9% | -2.8% | +12.1% |
| 1Y | +51.1% | +13.4% | +37.7% | +42.0% |
| All | +51.1% | +12.5% | +38.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling