+174.9%
NVS vs PFGC
+292.9%
-118.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -14.3% | -4.8% | -9.5% | -13.8% |
| 30D | -10.0% | -12.5% | +2.6% | -8.8% |
| 3M | -10.9% | -9.7% | -1.2% | -10.0% |
| 6M | -12.0% | +7.0% | -19.0% | -12.6% |
| YTD | +2.5% | +4.5% | -2.0% | +1.9% |
| 1Y | +10.7% | -11.6% | +22.3% | +11.7% |
| 3Y | +53.3% | +58.5% | -5.2% | +45.4% |
| 5Y | +93.6% | +112.6% | -19.0% | +76.9% |
| All | +174.9% | +292.9% | -118.0% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling