-30.1%
NVTS vs PFGC
+137.0%
-167.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | +3.9% | +3.4% | +0.5% | +2.0% |
| 30D | -4.3% | +16.9% | -21.3% | -13.7% |
| 3M | -34.5% | +6.4% | -40.9% | -37.4% |
| 6M | -57.7% | +16.0% | -73.7% | -62.9% |
| YTD | +25.4% | +23.6% | +1.7% | +4.0% |
| 1Y | +13.1% | +16.6% | -3.5% | -2.6% |
| 3Y | +48.9% | +82.3% | -33.4% | -10.2% |
| 5Y | -51.8% | +138.7% | -190.5% | -75.6% |
| All | -30.1% | +137.0% | -167.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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