+54.2%
PCG vs NVS
+89.9%
-35.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +6.5% | -15.4% | +21.8% | +12.3% |
| 30D | -16.7% | -12.3% | -4.4% | -13.5% |
| 3M | -14.2% | -7.8% | -6.4% | -12.9% |
| 6M | -21.5% | -13.0% | -8.5% | -18.4% |
| YTD | -11.2% | +2.8% | -13.9% | -13.9% |
| 1Y | -4.2% | +10.6% | -14.8% | -10.1% |
| 3Y | -14.9% | +55.1% | -69.9% | -31.9% |
| 5Y | +54.2% | +91.7% | -37.4% | +8.2% |
| All | +54.2% | +89.9% | -35.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling