+10.2%
PCG vs NVS
+135.9%
-125.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | +0.1% | +13.9% | -13.8% | -4.3% |
| 3M | -24.4% | +4.7% | -29.1% | -26.3% |
| 6M | -17.7% | +12.1% | -29.8% | -22.1% |
| YTD | -17.4% | +22.3% | -39.8% | -24.7% |
| 1Y | -19.4% | +33.5% | -52.9% | -29.2% |
| 3Y | -18.6% | +94.7% | -113.3% | -40.0% |
| 5Y | +10.2% | +137.6% | -127.3% | -27.2% |
| All | +10.2% | +135.9% | -125.6% | -27.2% |
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