+804.1%
NEM vs PFGC
+485.1%
+319.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -6.4% | +3.4% | -9.8% | -6.6% |
| 30D | +1.4% | +16.9% | -15.5% | +0.4% |
| 3M | -0.7% | +6.4% | -7.1% | -1.2% |
| 6M | -4.5% | +16.0% | -20.5% | -5.5% |
| YTD | +14.0% | +23.6% | -9.6% | +12.4% |
| 1Y | +27.3% | +16.6% | +10.7% | +25.8% |
| 3Y | +250.5% | +82.3% | +168.2% | +237.5% |
| 5Y | +121.1% | +138.7% | -17.7% | +109.3% |
| 10Y | +358.3% | +352.8% | +5.5% | +328.2% |
| All | +804.1% | +485.1% | +319.0% | +678.2% |
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