+205.1%
NBIX vs PFGC
+292.9%
-87.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -4.8% | +5.1% | +1.2% |
| 30D | -0.2% | -12.5% | +12.4% | +2.1% |
| 3M | -4.0% | -9.7% | +5.7% | -2.4% |
| 6M | +20.6% | +7.0% | +13.6% | +19.1% |
| YTD | +10.1% | +4.5% | +5.7% | +8.7% |
| 1Y | +8.8% | -11.6% | +20.4% | +10.4% |
| 3Y | +42.5% | +58.5% | -16.0% | +30.7% |
| 5Y | +61.5% | +112.6% | -51.1% | +39.1% |
| All | +205.1% | +292.9% | -87.8% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling