-19.4%
PCG vs NVT
+130.1%
-149.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -0.5% | -13.0% | +12.5% | +0.5% |
| 30D | +0.8% | -32.7% | +33.5% | +3.8% |
| 3M | -22.0% | -30.6% | +8.6% | -20.0% |
| 6M | -17.1% | -33.6% | +16.5% | -14.8% |
| YTD | -16.9% | +11.0% | -27.9% | -20.0% |
| 1Y | -19.1% | +0.8% | -19.8% | -21.3% |
| 3Y | -19.4% | +125.7% | -145.1% | -39.3% |
| All | -19.4% | +130.1% | -149.6% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling