+170.4%
NXT vs PFGC
+58.3%
+112.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -0.2% | -3.7% | +3.5% | +1.0% |
| 30D | -20.0% | -16.0% | -4.0% | -15.3% |
| 3M | -30.9% | -4.1% | -26.8% | -30.8% |
| 6M | -23.8% | +8.7% | -32.5% | -27.6% |
| YTD | -5.4% | +6.4% | -11.8% | -9.8% |
| 1Y | +28.0% | -8.4% | +36.4% | +29.3% |
| 3Y | +93.3% | +61.8% | +31.6% | +47.4% |
| All | +170.4% | +58.3% | +112.1% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling