-10.8%
PCG vs NVDX
+774.9%
-785.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -1.1% |
| 7D | +0.5% | -8.6% | +9.1% | +0.5% |
| 30D | -18.9% | -1.4% | -17.5% | -18.9% |
| 3M | -15.8% | +10.6% | -26.5% | -15.9% |
| 6M | -22.6% | +20.2% | -42.7% | -22.7% |
| YTD | -12.2% | +11.8% | -24.0% | -12.4% |
| 1Y | -7.1% | +12.9% | -20.0% | -7.5% |
| All | -10.8% | +774.9% | -785.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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