+923.6%
NEM vs PFGC
+419.1%
+504.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | +23.1% | -11.9% | +35.0% | +24.0% |
| 3M | +18.5% | +5.0% | +13.5% | +18.0% |
| 6M | +7.8% | +8.6% | -0.8% | +7.2% |
| YTD | +29.1% | +9.7% | +19.4% | +28.2% |
| 1Y | +72.7% | -6.3% | +79.0% | +72.9% |
| 3Y | +248.7% | +58.2% | +190.5% | +238.8% |
| 5Y | +148.7% | +110.4% | +38.2% | +137.3% |
| 10Y | +304.8% | +272.8% | +32.0% | +282.7% |
| All | +923.6% | +419.1% | +504.5% | +788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling