-99.2%
NVD vs PFG
+72.2%
-171.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -2.5% |
| 7D | -11.1% | +5.5% | -16.6% | -7.4% |
| 30D | -13.3% | +2.4% | -15.6% | -11.6% |
| 3M | -19.8% | +13.6% | -33.4% | -12.0% |
| 6M | -48.8% | +27.9% | -76.7% | -37.3% |
| YTD | -49.7% | +35.6% | -85.2% | -34.9% |
| 1Y | -61.4% | +48.5% | -109.8% | -45.4% |
| 3Y | -99.1% | +66.9% | -166.0% | -98.5% |
| All | -99.2% | +72.2% | -171.4% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling