+751.2%
NVT vs PFG
+158.8%
+592.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.1% |
| 7D | +10.4% | +6.0% | +4.4% | +5.9% |
| 30D | -1.3% | +2.2% | -3.5% | -3.0% |
| 3M | -0.6% | +10.4% | -11.0% | -8.1% |
| 6M | +53.8% | +27.8% | +26.0% | +28.5% |
| YTD | +60.2% | +33.6% | +26.5% | +29.3% |
| 1Y | +76.8% | +49.3% | +27.5% | +31.8% |
| 3Y | +191.2% | +69.7% | +121.5% | +97.3% |
| 5Y | +430.9% | +111.3% | +319.6% | +201.6% |
| All | +751.2% | +158.8% | +592.4% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling