+215.6%
NI vs PFGC
+419.1%
-203.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +2.0% | -2.2% | +4.2% | +2.3% |
| 30D | -3.5% | -11.9% | +8.4% | -1.8% |
| 3M | -9.1% | +5.0% | -14.1% | -9.9% |
| 6M | -11.8% | +8.6% | -20.4% | -13.1% |
| YTD | +1.1% | +9.7% | -8.6% | -0.7% |
| 1Y | +6.7% | -6.3% | +13.0% | +7.1% |
| 3Y | +71.1% | +58.2% | +12.9% | +58.1% |
| 5Y | +94.3% | +110.4% | -16.1% | +69.7% |
| 10Y | +135.8% | +272.8% | -137.0% | +92.2% |
| All | +215.6% | +419.1% | -203.5% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling