+244.4%
NXT vs PFG
+43.5%
+200.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -1.8% |
| 7D | +15.1% | +2.3% | +12.8% | +14.1% |
| 30D | +21.8% | +7.6% | +14.2% | +18.1% |
| 3M | +1.6% | +2.5% | -1.0% | +0.3% |
| 6M | -16.7% | +16.6% | -33.3% | -23.4% |
| YTD | +20.4% | +34.1% | -13.6% | +3.2% |
| 1Y | +0.2% | +44.1% | -43.8% | -16.9% |
| 3Y | +208.7% | +86.3% | +122.4% | +116.0% |
| All | +244.4% | +43.5% | +200.8% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling