+18.8%
NVDL vs PFGC
-10.1%
+28.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | -10.3% | -4.8% | -5.6% | -10.4% |
| 30D | -7.1% | -12.5% | +5.4% | -7.6% |
| 3M | +6.6% | -9.7% | +16.3% | +4.8% |
| 6M | +21.1% | +7.0% | +14.0% | +14.8% |
| YTD | +15.2% | +4.5% | +10.7% | +13.2% |
| 1Y | +18.8% | -11.6% | +30.4% | -1.9% |
| All | +18.8% | -10.1% | +28.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling