-19.4%
PCG vs NVD
-98.6%
+79.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | +0.7% |
| 7D | -0.5% | +43.9% | -44.3% | -0.3% |
| 30D | +0.8% | +74.0% | -73.3% | +0.9% |
| 3M | -22.0% | +48.3% | -70.4% | -21.9% |
| 6M | -17.1% | +30.3% | -47.4% | -16.9% |
| YTD | -16.9% | -12.9% | -4.0% | -16.9% |
| 1Y | -19.1% | -4.0% | -15.1% | -19.0% |
| 3Y | -19.4% | -98.5% | +79.0% | -18.1% |
| All | -19.4% | -98.6% | +79.2% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling