+3.6%
NVT vs PFG
+46.8%
-43.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.1% | -16.8% | -12.9% |
| 7D | -19.5% | +4.9% | -24.4% | -19.7% |
| 30D | -32.4% | +5.7% | -38.1% | -32.6% |
| 3M | -30.3% | +2.6% | -32.9% | -30.4% |
| 6M | -30.4% | +19.8% | -50.2% | -34.3% |
| YTD | +11.3% | +36.3% | -24.9% | -1.3% |
| 1Y | +3.6% | +47.9% | -44.3% | -9.6% |
| All | +3.6% | +46.8% | -43.3% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling