-68.8%
PCG vs NVT
+712.1%
-780.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.4% |
| 7D | +6.5% | +7.0% | -0.5% | +4.2% |
| 30D | -16.7% | -2.3% | -14.4% | -16.4% |
| 3M | -14.2% | -3.1% | -11.1% | -14.8% |
| 6M | -21.5% | +47.0% | -68.5% | -33.9% |
| YTD | -11.2% | +56.2% | -67.4% | -27.5% |
| 1Y | -4.2% | +74.5% | -78.7% | -26.1% |
| 3Y | -14.9% | +184.0% | -198.9% | -50.9% |
| 5Y | +54.2% | +410.8% | -356.5% | -37.0% |
| All | -68.8% | +712.1% | -780.9% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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