+3,908.7%
PG vs NEM
+478.8%
+3,429.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -2.7% | -3.3% | +0.6% | -2.6% |
| 30D | -1.5% | +7.8% | -9.4% | -1.9% |
| 3M | -3.4% | +36.3% | -39.6% | -4.7% |
| 6M | -7.0% | +6.6% | -13.5% | -7.4% |
| YTD | +2.0% | +27.1% | -25.2% | +0.7% |
| 1Y | -6.5% | +62.3% | -68.8% | -8.7% |
| 3Y | +1.2% | +245.1% | -243.9% | -4.8% |
| 5Y | +12.8% | +154.0% | -141.2% | +7.0% |
| 10Y | +117.7% | +311.0% | -193.3% | +102.1% |
| All | +3,908.7% | +478.8% | +3,429.9% | +3,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling