-4.2%
PCG vs NVS
+10.4%
-14.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +6.5% | -15.4% | +21.8% | +10.2% |
| 30D | -16.7% | -12.3% | -4.4% | -15.2% |
| 3M | -14.2% | -7.8% | -6.4% | -14.4% |
| 6M | -21.5% | -13.0% | -8.5% | -20.0% |
| YTD | -11.2% | +2.8% | -13.9% | -13.8% |
| 1Y | -4.2% | +10.6% | -14.8% | -9.2% |
| All | -4.2% | +10.4% | -14.6% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling