+2,622.7%
NVDL vs PFG
+41.6%
+2,581.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -0.8% | +3.2% | -4.1% | -3.1% |
| 30D | +3.4% | +0.9% | +2.5% | +2.7% |
| 3M | +8.1% | +7.7% | +0.4% | +1.2% |
| 6M | +31.9% | +29.0% | +2.9% | +7.4% |
| YTD | +21.1% | +32.5% | -11.4% | -4.1% |
| 1Y | +34.0% | +47.3% | -13.3% | -2.8% |
| 3Y | +677.9% | +68.2% | +609.7% | +410.7% |
| All | +2,622.7% | +41.6% | +2,581.2% | +1,919.9% |
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