-9.1%
NVTS vs PFG
+101.2%
-110.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -16.5% | +2.9% | -19.4% | -19.1% |
| 3M | -47.6% | +6.7% | -54.3% | -51.4% |
| 6M | +7.3% | +33.8% | -26.5% | -20.0% |
| YTD | +62.9% | +35.0% | +27.9% | +20.1% |
| 1Y | +91.3% | +46.4% | +44.9% | +30.4% |
| 3Y | +43.4% | +71.7% | -28.2% | -18.7% |
| All | -9.1% | +101.2% | -110.3% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling