-99.2%
NVD vs PFGC
+59.1%
-158.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.6% |
| 7D | -11.1% | -2.2% | -8.9% | -12.1% |
| 30D | -13.3% | -11.9% | -1.3% | -18.8% |
| 3M | -19.8% | +5.0% | -24.8% | -16.9% |
| 6M | -48.8% | +8.6% | -57.4% | -44.8% |
| YTD | -49.7% | +9.7% | -59.3% | -44.9% |
| 1Y | -61.4% | -6.3% | -55.1% | -62.7% |
| 3Y | -99.1% | +58.2% | -157.3% | -98.7% |
| All | -99.2% | +59.1% | -158.3% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling