-99.1%
NVD vs PFG
+71.4%
-170.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +1.0% |
| 7D | +10.8% | -0.4% | +11.3% | +10.5% |
| 30D | +0.8% | +2.9% | -2.1% | +3.1% |
| 3M | -20.8% | +6.7% | -27.5% | -17.2% |
| 6M | -41.2% | +33.8% | -74.9% | -25.1% |
| YTD | -44.2% | +35.0% | -79.2% | -28.0% |
| 1Y | -54.2% | +46.4% | -100.6% | -36.0% |
| 3Y | -99.1% | +71.6% | -170.8% | -98.5% |
| All | -99.1% | +71.4% | -170.6% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling