+59.1%
NVTS vs PFGC
+80.6%
-21.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -3.9% | -4.6% |
| 7D | +21.6% | +0.3% | +21.4% | +21.6% |
| 30D | -8.5% | +16.1% | -24.7% | -14.0% |
| 3M | -31.4% | +2.4% | -33.7% | -32.2% |
| 6M | -50.3% | +15.7% | -66.0% | -54.7% |
| YTD | +33.9% | +22.3% | +11.6% | +17.5% |
| 1Y | +10.6% | +13.9% | -3.2% | +0.9% |
| All | +59.1% | +80.6% | -21.5% | +16.0% |
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