+13.4%
PG vs NEM
+155.2%
-141.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | +0.8% | +7.8% | -7.0% | +0.3% |
| 3M | -1.3% | +30.2% | -31.6% | -3.2% |
| 6M | -3.8% | +9.6% | -13.4% | -4.7% |
| YTD | +3.6% | +27.8% | -24.2% | +1.3% |
| 1Y | -5.7% | +60.7% | -66.4% | -9.8% |
| 3Y | +1.6% | +245.3% | -243.7% | -11.1% |
| All | +13.4% | +155.2% | -141.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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