+420.3%
NVT vs PFGC
+110.3%
+310.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.8% |
| 7D | +4.1% | -4.8% | +8.8% | +6.0% |
| 30D | -5.1% | -12.5% | +7.4% | -0.3% |
| 3M | -1.2% | -9.7% | +8.6% | +1.7% |
| 6M | +46.6% | +7.0% | +39.6% | +39.8% |
| YTD | +60.0% | +4.5% | +55.5% | +53.3% |
| 1Y | +70.8% | -11.6% | +82.4% | +75.3% |
| 3Y | +187.5% | +58.5% | +129.1% | +129.8% |
| All | +420.3% | +110.3% | +310.0% | +258.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling