+25.4%
PCG vs NVTS
-17.0%
+42.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -0.9% | -4.2% |
| 7D | +6.5% | +3.5% | +3.0% | +6.4% |
| 30D | -16.7% | -11.9% | -4.8% | -16.6% |
| 3M | -14.2% | -49.2% | +35.1% | -13.4% |
| 6M | -21.5% | +38.4% | -59.9% | -22.6% |
| YTD | -11.2% | +62.5% | -73.7% | -13.0% |
| 1Y | -4.2% | +101.4% | -105.6% | -7.0% |
| 3Y | -14.9% | +40.4% | -55.3% | -16.1% |
| All | +25.4% | -17.0% | +42.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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