+157.7%
NEM vs PFGC
+111.7%
+46.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +3.1% | -3.7% | +6.8% | +3.5% |
| 30D | +10.0% | -16.0% | +26.0% | +12.2% |
| 3M | +30.9% | -4.1% | +35.0% | +31.3% |
| 6M | +10.5% | +8.7% | +1.8% | +9.1% |
| YTD | +29.7% | +6.4% | +23.4% | +28.3% |
| 1Y | +71.1% | -8.4% | +79.5% | +71.6% |
| 3Y | +252.1% | +61.8% | +190.3% | +232.0% |
| 5Y | +157.7% | +108.7% | +49.0% | +137.4% |
| All | +157.7% | +111.7% | +46.1% | +137.4% |
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