+10.7%
NVS vs PFGC
-10.1%
+20.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.3% | -4.8% | -9.5% | -13.4% |
| 30D | -10.0% | -12.5% | +2.6% | -7.8% |
| 3M | -10.9% | -9.7% | -1.2% | -9.2% |
| 6M | -12.0% | +7.0% | -19.0% | -12.7% |
| YTD | +2.5% | +4.5% | -2.0% | +1.7% |
| 1Y | +10.7% | -11.6% | +22.3% | +9.2% |
| All | +10.7% | -10.1% | +20.7% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling