-99.2%
NVD vs PFG
+68.3%
-167.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.2% |
| 7D | +0.5% | +3.2% | -2.7% | +3.1% |
| 30D | -9.3% | +0.9% | -10.2% | -8.3% |
| 3M | -22.1% | +7.7% | -29.8% | -17.8% |
| 6M | -45.8% | +29.0% | -74.8% | -32.9% |
| YTD | -46.7% | +32.5% | -79.2% | -32.2% |
| 1Y | -59.5% | +47.3% | -106.8% | -42.8% |
| 3Y | -99.2% | +68.2% | -167.4% | -98.6% |
| All | -99.2% | +68.3% | -167.4% | -98.5% |
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