-48.5%
NVTS vs PFGC
+129.0%
-177.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -3.9% | -4.4% |
| 7D | +21.6% | +0.3% | +21.4% | +21.5% |
| 30D | -8.5% | +16.1% | -24.7% | -17.2% |
| 3M | -31.4% | +2.4% | -33.7% | -32.9% |
| 6M | -50.3% | +15.7% | -66.0% | -56.5% |
| YTD | +33.9% | +22.3% | +11.6% | +11.5% |
| 1Y | +10.6% | +13.9% | -3.2% | -3.4% |
| 3Y | +52.7% | +80.3% | -27.6% | -8.6% |
| 5Y | -48.5% | +136.1% | -184.6% | -76.2% |
| All | -48.5% | +129.0% | -177.5% | -76.2% |
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