+207.3%
NXT vs PFGC
+82.0%
+125.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.6% |
| 7D | -6.0% | +0.3% | -6.3% | -6.1% |
| 30D | +5.4% | +16.1% | -10.7% | -0.2% |
| 3M | -9.7% | +2.4% | -12.1% | -10.9% |
| 6M | -25.3% | +15.7% | -41.1% | -30.4% |
| YTD | +7.5% | +22.3% | -14.8% | -2.7% |
| 1Y | -3.0% | +13.9% | -16.9% | -9.5% |
| 3Y | +171.4% | +80.3% | +91.1% | +99.5% |
| All | +207.3% | +82.0% | +125.3% | +119.6% |
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