+297.4%
NBIX vs PFG
+998.8%
-701.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -1.1% | -3.0% | +1.9% | 0.0% |
| 30D | -3.3% | +2.5% | -5.8% | -4.4% |
| 3M | -2.7% | +6.1% | -8.7% | -5.2% |
| 6M | +20.6% | +31.3% | -10.7% | +7.8% |
| YTD | +10.4% | +33.6% | -23.2% | -2.1% |
| 1Y | +10.8% | +48.5% | -37.7% | -6.0% |
| 3Y | +43.3% | +69.6% | -26.3% | +13.2% |
| 5Y | +61.8% | +111.5% | -49.6% | +13.5% |
| 10Y | +218.3% | +244.2% | -25.9% | +65.0% |
| All | +297.4% | +998.8% | -701.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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