-14.9%
PCG vs NVD
-99.1%
+84.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.1% |
| 7D | +0.5% | +9.0% | -8.5% | +0.5% |
| 30D | -18.9% | -5.5% | -13.4% | -18.9% |
| 3M | -15.8% | -24.6% | +8.8% | -15.9% |
| 6M | -22.6% | -42.1% | +19.5% | -22.7% |
| YTD | -12.2% | -44.3% | +32.1% | -12.4% |
| 1Y | -7.1% | -54.2% | +47.1% | -7.4% |
| 3Y | -15.8% | -99.1% | +83.3% | -15.1% |
| All | -14.9% | -99.1% | +84.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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