+43.0%
NVTS vs PFGC
+61.7%
-18.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | +3.5% | -3.7% | +7.2% | +5.2% |
| 30D | -11.9% | -16.0% | +4.0% | -5.1% |
| 3M | -49.2% | -4.1% | -45.1% | -49.3% |
| 6M | +38.4% | +8.7% | +29.7% | +27.4% |
| YTD | +62.5% | +6.4% | +56.1% | +50.3% |
| 1Y | +101.4% | -8.4% | +109.8% | +104.1% |
| All | +43.0% | +61.7% | -18.7% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling