+150.4%
NVS vs PFGC
+409.4%
-259.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.9% | -12.1% | -13.7% |
| 7D | -14.6% | -2.4% | -12.2% | -14.4% |
| 30D | -11.9% | -15.8% | +3.8% | -10.4% |
| 3M | -6.0% | -0.6% | -5.4% | -5.9% |
| 6M | -11.4% | +10.7% | -22.1% | -12.3% |
| YTD | +2.9% | +7.6% | -4.7% | +2.0% |
| 1Y | +10.2% | -7.8% | +18.1% | +10.8% |
| 3Y | +55.3% | +63.7% | -8.4% | +46.7% |
| 5Y | +89.6% | +112.3% | -22.6% | +73.0% |
| 10Y | +176.1% | +286.7% | -110.6% | +132.3% |
| All | +150.4% | +409.4% | -259.0% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling