-30.2%
NVD vs PFG
+46.8%
-77.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.3% | +6.7% |
| 7D | +15.0% | +4.9% | +10.1% | +15.2% |
| 30D | +39.3% | +5.7% | +33.6% | +39.5% |
| 3M | +3.1% | +2.6% | +0.6% | +3.4% |
| 6M | -19.0% | +19.8% | -38.8% | -14.1% |
| YTD | -35.5% | +36.3% | -71.8% | -26.6% |
| 1Y | -30.2% | +47.9% | -78.1% | -18.7% |
| All | -30.2% | +46.8% | -77.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling