+730.1%
NVT vs PFGC
+211.0%
+519.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +7.0% | -3.7% | +10.7% | +8.4% |
| 30D | -2.3% | -16.0% | +13.6% | +3.8% |
| 3M | -3.1% | -4.1% | +1.1% | -2.4% |
| 6M | +47.0% | +8.7% | +38.3% | +40.7% |
| YTD | +56.2% | +6.4% | +49.9% | +50.0% |
| 1Y | +74.5% | -8.4% | +82.9% | +76.5% |
| 3Y | +184.0% | +61.8% | +122.3% | +131.7% |
| 5Y | +410.8% | +108.7% | +302.1% | +268.2% |
| All | +730.1% | +211.0% | +519.2% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling