-61.4%
NVD vs PFG
+51.4%
-112.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.8% |
| 7D | -11.1% | +5.5% | -16.6% | -9.6% |
| 30D | -13.3% | +2.4% | -15.6% | -12.4% |
| 3M | -19.8% | +13.6% | -33.4% | -15.6% |
| 6M | -48.8% | +27.9% | -76.7% | -41.1% |
| YTD | -49.7% | +35.6% | -85.2% | -39.8% |
| 1Y | -61.4% | +48.5% | -109.8% | -50.4% |
| All | -61.4% | +51.4% | -112.7% | -50.4% |
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 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