+174.8%
NVT vs PFG
+68.8%
+106.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.6% |
| 7D | +2.0% | -3.0% | +5.0% | +3.8% |
| 30D | -7.2% | +2.5% | -9.7% | -8.7% |
| 3M | -0.9% | +6.1% | -7.0% | -5.2% |
| 6M | +42.6% | +31.3% | +11.3% | +17.7% |
| YTD | +52.9% | +33.6% | +19.3% | +24.0% |
| 1Y | +64.5% | +48.5% | +15.9% | +23.2% |
| All | +174.8% | +68.8% | +106.0% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling