+61.6%
NBIX vs PFGC
+110.3%
-48.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -4.8% | +5.1% | +1.5% |
| 30D | -0.2% | -12.5% | +12.4% | +3.0% |
| 3M | -4.0% | -9.7% | +5.7% | -1.8% |
| 6M | +20.6% | +7.0% | +13.6% | +18.4% |
| YTD | +10.1% | +4.5% | +5.7% | +8.0% |
| 1Y | +8.8% | -11.6% | +20.4% | +11.2% |
| 3Y | +42.5% | +58.5% | -16.0% | +26.1% |
| All | +61.6% | +110.3% | -48.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling