-9.1%
PCG vs NVDL
+2,772.7%
-2,781.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | -13.9% | +11.7% | -25.5% | -13.8% |
| 30D | -16.9% | +7.8% | -24.7% | -16.8% |
| 3M | -14.7% | +3.3% | -18.0% | -14.7% |
| 6M | -23.8% | +38.9% | -62.7% | -23.9% |
| YTD | -10.5% | +28.5% | -39.0% | -10.5% |
| 1Y | -5.1% | +40.6% | -45.7% | -5.3% |
| 3Y | -11.6% | +648.7% | -660.3% | -9.9% |
| All | -9.1% | +2,772.7% | -2,781.8% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling