-76.2%
PCG vs NVS
+256.0%
-332.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -0.5% | +2.5% | -3.0% | -1.7% |
| 30D | +0.8% | +13.6% | -12.8% | -5.8% |
| 3M | -22.0% | +4.1% | -26.2% | -24.7% |
| 6M | -17.1% | +11.8% | -28.9% | -23.4% |
| YTD | -16.9% | +22.0% | -38.9% | -27.1% |
| 1Y | -19.1% | +32.3% | -51.3% | -32.5% |
| 3Y | -19.4% | +93.6% | -113.0% | -47.6% |
| 5Y | +9.0% | +136.7% | -127.7% | -39.5% |
| 10Y | -76.2% | +254.6% | -330.8% | -87.8% |
| All | -76.2% | +256.0% | -332.2% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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