+249.0%
NEM vs PFGC
+80.6%
+168.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.7% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -2.6% | +16.1% | -18.7% | -5.6% |
| 3M | -4.2% | +2.4% | -6.6% | -5.2% |
| 6M | -5.5% | +15.7% | -21.2% | -8.9% |
| YTD | +13.5% | +22.3% | -8.7% | +8.0% |
| 1Y | +22.2% | +13.9% | +8.3% | +17.5% |
| All | +249.0% | +80.6% | +168.3% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling