+649.9%
NVDL vs PFGC
+58.8%
+591.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -10.3% | -4.8% | -5.6% | -8.1% |
| 30D | -7.1% | -12.5% | +5.4% | -0.9% |
| 3M | +6.6% | -9.7% | +16.3% | +10.0% |
| 6M | +21.1% | +7.0% | +14.0% | +11.9% |
| YTD | +15.2% | +4.5% | +10.7% | +6.7% |
| 1Y | +18.8% | -11.6% | +30.4% | +22.2% |
| 3Y | +649.9% | +58.5% | +591.4% | +463.6% |
| All | +649.9% | +58.8% | +591.1% | +463.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling