-18.6%
PCG vs NVS
+92.9%
-111.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | +0.1% | +13.9% | -13.8% | -3.6% |
| 3M | -24.4% | +4.7% | -29.1% | -26.1% |
| 6M | -17.7% | +12.1% | -29.8% | -21.7% |
| YTD | -17.4% | +22.3% | -39.8% | -24.0% |
| 1Y | -19.4% | +33.5% | -52.9% | -28.3% |
| 3Y | -18.6% | +94.7% | -113.3% | -38.9% |
| All | -18.6% | +92.9% | -111.5% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling