+300.2%
NEM vs PFGC
+294.6%
+5.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.3% | -4.8% | +1.6% | -3.0% |
| 30D | +7.8% | -17.2% | +25.1% | +9.0% |
| 3M | +36.3% | -6.3% | +42.6% | +36.7% |
| 6M | +6.6% | +8.8% | -2.3% | +6.0% |
| YTD | +27.1% | +4.9% | +22.2% | +26.6% |
| 1Y | +62.3% | -9.5% | +71.8% | +62.8% |
| 3Y | +245.1% | +59.6% | +185.5% | +235.4% |
| 5Y | +154.0% | +113.5% | +40.5% | +142.6% |
| All | +300.2% | +294.6% | +5.6% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling