+848.3%
NVDX vs PFG
+80.1%
+768.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -0.9% | +3.2% | -4.1% | -3.2% |
| 30D | +3.0% | +0.9% | +2.0% | +2.2% |
| 3M | +6.8% | +7.7% | -0.9% | -0.5% |
| 6M | +28.6% | +29.0% | -0.4% | +3.0% |
| YTD | +17.0% | +32.5% | -15.5% | -9.2% |
| 1Y | +27.0% | +47.3% | -20.3% | -10.7% |
| All | +848.3% | +80.1% | +768.2% | +508.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling