+2,490.2%
NVDL vs PFG
+44.2%
+2,445.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | -10.3% | -0.4% | -9.9% | -10.1% |
| 30D | -7.1% | +2.9% | -10.0% | -9.0% |
| 3M | +6.6% | +6.7% | -0.1% | +0.7% |
| 6M | +21.1% | +33.8% | -12.7% | -3.9% |
| YTD | +15.2% | +35.0% | -19.7% | -10.0% |
| 1Y | +18.8% | +46.4% | -27.6% | -13.3% |
| 3Y | +649.9% | +71.6% | +578.3% | +385.4% |
| All | +2,490.2% | +44.2% | +2,445.9% | +1,796.6% |
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 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