+750.3%
NVT vs PFGC
+205.5%
+544.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.8% |
| 7D | +4.1% | -4.8% | +8.8% | +5.9% |
| 30D | -5.1% | -12.5% | +7.4% | -0.5% |
| 3M | -1.2% | -9.7% | +8.6% | +1.7% |
| 6M | +46.6% | +7.0% | +39.6% | +41.0% |
| YTD | +60.0% | +4.5% | +55.5% | +54.6% |
| 1Y | +70.8% | -11.6% | +82.4% | +75.1% |
| 3Y | +187.5% | +58.5% | +129.1% | +136.3% |
| 5Y | +426.1% | +112.6% | +313.6% | +276.9% |
| All | +750.3% | +205.5% | +544.8% | +412.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling