-99.1%
NVD vs PFGC
+51.5%
-150.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | 0.0% |
| 7D | +10.8% | -4.8% | +15.6% | +8.2% |
| 30D | +0.8% | -12.5% | +13.3% | -5.8% |
| 3M | -20.8% | -9.7% | -11.1% | -24.7% |
| 6M | -41.2% | +7.0% | -48.2% | -36.8% |
| YTD | -44.2% | +4.5% | -48.7% | -40.4% |
| 1Y | -54.2% | -11.6% | -42.6% | -57.1% |
| 3Y | -99.1% | +58.5% | -157.6% | -98.7% |
| All | -99.1% | +51.5% | -150.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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