-76.4%
PCG vs NVS
+249.7%
-326.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -2.2% | -2.8% | +0.6% | -0.8% |
| 30D | -0.5% | +11.5% | -11.9% | -6.0% |
| 3M | -24.0% | +3.7% | -27.7% | -26.5% |
| 6M | -18.6% | +10.4% | -29.0% | -24.4% |
| YTD | -17.7% | +19.8% | -37.5% | -27.2% |
| 1Y | -20.0% | +26.6% | -46.6% | -31.6% |
| 3Y | -20.2% | +90.1% | -110.3% | -47.7% |
| 5Y | +8.4% | +133.4% | -125.0% | -39.5% |
| 10Y | -76.4% | +251.0% | -327.4% | -87.8% |
| All | -76.4% | +249.7% | -326.1% | -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