+170.4%
NXT vs PFG
+41.8%
+128.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -0.2% | +3.2% | -3.4% | -1.7% |
| 30D | -20.0% | +0.9% | -20.9% | -20.4% |
| 3M | -30.9% | +7.7% | -38.7% | -33.8% |
| 6M | -23.8% | +29.0% | -52.8% | -33.4% |
| YTD | -5.4% | +32.5% | -37.9% | -18.5% |
| 1Y | +28.0% | +47.3% | -19.3% | +4.8% |
| 3Y | +93.3% | +68.2% | +25.1% | +42.3% |
| All | +170.4% | +41.8% | +128.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling