-20.0%
PCG vs NVT
+5.7%
-25.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.1% |
| 7D | -2.2% | +3.5% | -5.7% | -2.3% |
| 30D | -0.5% | -28.2% | +27.7% | +0.1% |
| 3M | -24.0% | -30.1% | +6.1% | -23.6% |
| 6M | -18.6% | -32.5% | +13.9% | -18.0% |
| YTD | -17.7% | +15.2% | -32.9% | -18.7% |
| 1Y | -20.0% | +7.2% | -27.2% | -21.2% |
| All | -20.0% | +5.7% | -25.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling