-10.8%
PCG vs NVDL
+2,480.8%
-2,491.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -1.1% |
| 7D | +0.5% | -8.7% | +9.2% | +0.5% |
| 30D | -18.9% | -1.3% | -17.6% | -18.9% |
| 3M | -15.8% | +11.4% | -27.2% | -15.8% |
| 6M | -22.6% | +22.9% | -45.4% | -22.6% |
| YTD | -12.2% | +15.4% | -27.6% | -12.2% |
| 1Y | -7.1% | +18.8% | -25.8% | -7.2% |
| 3Y | -15.8% | +641.4% | -657.2% | -14.1% |
| All | -10.8% | +2,480.8% | -2,491.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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