+100.5%
NXT vs PFG
+71.3%
+29.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +2.9% | +6.0% | -3.1% | +0.1% |
| 30D | -17.2% | +2.2% | -19.5% | -18.2% |
| 3M | -32.0% | +10.4% | -42.4% | -35.6% |
| 6M | -15.8% | +27.8% | -43.5% | -26.3% |
| YTD | -1.9% | +33.6% | -35.6% | -16.2% |
| 1Y | +22.5% | +49.3% | -26.8% | -1.0% |
| 3Y | +100.5% | +69.7% | +30.8% | +35.7% |
| All | +100.5% | +71.3% | +29.2% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling