-25.3%
NVTS vs PFG
+95.6%
-120.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -3.7% |
| 7D | +21.6% | +0.1% | +21.5% | +21.5% |
| 30D | -8.5% | +5.0% | -13.5% | -11.7% |
| 3M | -31.4% | +0.1% | -31.4% | -31.6% |
| 6M | -50.3% | +13.8% | -64.1% | -57.0% |
| YTD | +33.9% | +31.2% | +2.7% | +1.5% |
| 1Y | +10.6% | +37.1% | -26.4% | -19.5% |
| 3Y | +52.7% | +80.6% | -27.9% | -17.8% |
| 5Y | -48.5% | +93.7% | -142.2% | -75.1% |
| All | -25.3% | +95.6% | -120.9% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling