-30.1%
NVTS vs PFG
+96.6%
-126.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.8% |
| 7D | +3.9% | +2.4% | +1.6% | +2.0% |
| 30D | -4.3% | +5.9% | -10.2% | -8.4% |
| 3M | -34.5% | -0.4% | -34.0% | -34.4% |
| 6M | -57.7% | +14.8% | -72.6% | -63.7% |
| YTD | +25.4% | +31.9% | -6.6% | -5.4% |
| 1Y | +13.1% | +38.8% | -25.7% | -18.7% |
| 3Y | +48.9% | +82.4% | -33.5% | -20.6% |
| 5Y | -51.8% | +94.7% | -146.5% | -76.8% |
| All | -30.1% | +96.6% | -126.7% | -66.4% |
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