-75.3%
PCG vs NVS
+177.6%
-252.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +6.5% | -15.4% | +21.8% | +14.7% |
| 30D | -16.7% | -12.3% | -4.4% | -12.0% |
| 3M | -14.2% | -7.8% | -6.4% | -12.1% |
| 6M | -21.5% | -13.0% | -8.5% | -17.1% |
| YTD | -11.2% | +2.8% | -13.9% | -14.6% |
| 1Y | -4.2% | +10.6% | -14.8% | -12.0% |
| 3Y | -14.9% | +55.1% | -69.9% | -37.0% |
| 5Y | +54.2% | +91.7% | -37.4% | -2.3% |
| 10Y | -75.3% | +181.2% | -256.5% | -85.2% |
| All | -75.3% | +177.6% | -252.9% | -85.2% |
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