-10.1%
PCG vs NVD
-99.2%
+89.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +3.6% |
| 7D | +5.4% | -7.7% | +13.1% | +5.4% |
| 30D | -15.1% | -5.8% | -9.3% | -15.1% |
| 3M | -9.8% | -23.2% | +13.4% | -9.8% |
| 6M | -18.0% | -49.7% | +31.7% | -18.2% |
| YTD | -7.2% | -47.7% | +40.4% | -7.4% |
| 1Y | +2.9% | -61.3% | +64.2% | +2.3% |
| 3Y | -11.1% | -99.2% | +88.1% | -10.3% |
| All | -10.1% | -99.2% | +89.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling