-10.8%
NVTS vs PFG
+46.8%
-57.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +7.4% |
| 7D | -0.3% | +4.9% | -5.2% | -2.0% |
| 30D | -24.4% | +5.7% | -30.0% | -25.8% |
| 3M | -26.5% | +2.6% | -29.0% | -27.5% |
| 6M | -41.4% | +19.8% | -61.2% | -48.6% |
| YTD | +30.7% | +36.3% | -5.6% | +0.5% |
| 1Y | -10.8% | +47.9% | -58.7% | -36.6% |
| All | -10.8% | +46.8% | -57.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling