+250.5%
NEM vs PFGC
+61.7%
+188.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.1% | -3.7% | +6.8% | +3.7% |
| 30D | +10.0% | -16.0% | +26.0% | +13.3% |
| 3M | +30.9% | -4.1% | +35.0% | +31.4% |
| 6M | +10.5% | +8.7% | +1.8% | +8.1% |
| YTD | +29.7% | +6.4% | +23.4% | +27.2% |
| 1Y | +71.1% | -8.4% | +79.5% | +71.4% |
| All | +250.5% | +61.7% | +188.8% | +210.7% |
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