-98.5%
NVD vs PFG
+67.6%
-166.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +4.2% |
| 7D | +28.6% | +2.4% | +26.2% | +30.4% |
| 30D | +73.6% | +5.9% | +67.8% | +80.2% |
| 3M | +70.1% | -0.4% | +70.5% | +69.5% |
| 6M | +53.6% | +14.8% | +38.7% | +70.4% |
| YTD | -7.0% | +31.9% | -38.9% | +17.7% |
| 1Y | -9.0% | +38.8% | -47.8% | +20.4% |
| 3Y | -98.3% | +82.4% | -180.7% | -97.0% |
| All | -98.5% | +67.6% | -166.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling