+94.1%
NVS vs PFG
+108.9%
-14.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -15.7% | -3.0% | -12.7% | -15.2% |
| 30D | -11.1% | +2.5% | -13.6% | -11.5% |
| 3M | -7.2% | +6.1% | -13.2% | -8.2% |
| 6M | -12.3% | +31.3% | -43.6% | -16.4% |
| YTD | +2.8% | +33.6% | -30.8% | -2.5% |
| 1Y | +11.9% | +48.5% | -36.6% | +4.2% |
| 3Y | +55.1% | +69.6% | -14.6% | +39.3% |
| 5Y | +94.1% | +111.5% | -17.4% | +63.0% |
| All | +94.1% | +108.9% | -14.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling