-16.4%
PCG vs NVDL
+1,454.9%
-1,471.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.0% |
| 7D | -2.2% | -26.2% | +24.0% | -2.2% |
| 30D | -0.5% | -43.2% | +42.8% | -0.4% |
| 3M | -24.0% | -40.5% | +16.6% | -23.9% |
| 6M | -18.6% | -45.4% | +26.8% | -18.5% |
| YTD | -17.7% | -30.5% | +12.8% | -17.7% |
| 1Y | -20.0% | -37.1% | +17.1% | -20.0% |
| 3Y | -20.2% | +318.7% | -338.9% | -18.6% |
| All | -16.4% | +1,454.9% | -1,471.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling