-6.3%
NVTS vs PFGC
+106.4%
-112.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.9% |
| 7D | +9.7% | -2.4% | +12.1% | +11.3% |
| 30D | -13.6% | -15.8% | +2.2% | -4.2% |
| 3M | -51.0% | -0.6% | -50.4% | -51.9% |
| 6M | +46.3% | +10.7% | +35.7% | +32.1% |
| YTD | +68.1% | +7.6% | +60.4% | +53.1% |
| 1Y | +113.9% | -7.8% | +121.7% | +116.3% |
| 3Y | +45.3% | +63.7% | -18.4% | -6.0% |
| All | -6.3% | +106.4% | -112.6% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling