+53.7%
NVS vs PFG
+67.4%
-13.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -15.4% | +3.2% | -18.6% | -15.8% |
| 30D | -12.3% | +0.9% | -13.3% | -12.4% |
| 3M | -7.8% | +7.7% | -15.5% | -8.9% |
| 6M | -13.0% | +29.0% | -41.9% | -16.4% |
| YTD | +2.8% | +32.5% | -29.7% | -1.8% |
| 1Y | +10.6% | +47.3% | -36.7% | +4.0% |
| All | +53.7% | +67.4% | -13.7% | +42.3% |
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