+120.1%
NEM vs PFGC
+129.0%
-8.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.8% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -2.6% | +16.1% | -18.7% | -4.5% |
| 3M | -4.2% | +2.4% | -6.6% | -4.8% |
| 6M | -5.5% | +15.7% | -21.2% | -7.6% |
| YTD | +13.5% | +22.3% | -8.7% | +10.1% |
| 1Y | +22.2% | +13.9% | +8.3% | +19.3% |
| 3Y | +249.0% | +80.3% | +168.7% | +223.1% |
| 5Y | +120.1% | +136.1% | -16.0% | +99.1% |
| All | +120.1% | +129.0% | -8.9% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling