+910.3%
NVS vs PFG
+1,015.3%
-105.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +4.0% | +5.5% | -1.5% | +3.1% |
| 30D | +3.6% | +2.4% | +1.2% | +3.2% |
| 3M | +7.8% | +13.6% | -5.8% | +5.6% |
| 6M | -0.2% | +27.9% | -28.1% | -4.0% |
| YTD | +19.6% | +35.6% | -16.0% | +13.9% |
| 1Y | +28.4% | +48.5% | -20.1% | +20.4% |
| 3Y | +76.2% | +66.9% | +9.3% | +61.1% |
| 5Y | +111.1% | +111.0% | +0.1% | +84.2% |
| 10Y | +224.3% | +244.5% | -20.2% | +153.2% |
| All | +910.3% | +1,015.3% | -105.0% | +489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling