+113.0%
NVTS vs PFG
+51.4%
+61.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +7.1% |
| 7D | +2.7% | +5.5% | -2.8% | -0.4% |
| 30D | -4.5% | +2.4% | -6.8% | -5.9% |
| 3M | -61.5% | +13.6% | -75.1% | -65.2% |
| 6M | +28.0% | +27.9% | +0.1% | +2.1% |
| YTD | +65.3% | +35.6% | +29.7% | +23.6% |
| 1Y | +113.0% | +48.5% | +64.5% | +44.5% |
| All | +113.0% | +51.4% | +61.6% | +44.5% |
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