-15.4%
PCG vs NVDL
+1,259.0%
-1,274.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +2.2% |
| 7D | +2.2% | -24.8% | +27.0% | +2.2% |
| 30D | +0.8% | -48.0% | +48.8% | +0.8% |
| 3M | -23.8% | -51.5% | +27.7% | -23.7% |
| 6M | -19.6% | -54.9% | +35.3% | -19.5% |
| YTD | -16.7% | -39.2% | +22.5% | -16.7% |
| 1Y | -19.4% | -41.1% | +21.7% | -19.4% |
| 3Y | -18.3% | +262.9% | -281.2% | -16.6% |
| All | -15.4% | +1,259.0% | -1,274.4% | -14.6% |
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