-9.4%
NVTS vs PFGC
+103.9%
-113.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | +3.5% | -3.7% | +7.2% | +5.9% |
| 30D | -11.9% | -16.0% | +4.0% | -2.2% |
| 3M | -49.2% | -4.1% | -45.1% | -48.9% |
| 6M | +38.4% | +8.7% | +29.7% | +26.4% |
| YTD | +62.5% | +6.4% | +56.1% | +49.1% |
| 1Y | +101.4% | -8.4% | +109.8% | +104.4% |
| 3Y | +40.4% | +61.8% | -21.3% | -8.4% |
| All | -9.4% | +103.9% | -113.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling