-12.9%
NVTS vs PFGC
+101.2%
-114.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.5% | -3.0% |
| 7D | +0.5% | -4.8% | +5.3% | +3.6% |
| 30D | -18.0% | -17.2% | -0.8% | -8.1% |
| 3M | -45.6% | -6.3% | -39.3% | -44.4% |
| 6M | +28.5% | +8.8% | +19.6% | +17.2% |
| YTD | +56.2% | +4.9% | +51.2% | +44.5% |
| 1Y | +97.7% | -9.5% | +107.2% | +102.2% |
| 3Y | +35.0% | +59.6% | -24.6% | -11.2% |
| All | -12.9% | +101.2% | -114.1% | -50.9% |
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