+17.6%
PCG vs NVTS
-36.0%
+53.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.5% | +2.3% |
| 7D | +2.2% | +3.9% | -1.8% | +2.1% |
| 30D | +0.8% | -4.3% | +5.1% | +0.7% |
| 3M | -23.8% | -34.5% | +10.7% | -23.4% |
| 6M | -19.6% | -57.7% | +38.1% | -18.9% |
| YTD | -16.7% | +25.4% | -42.1% | -18.2% |
| 1Y | -19.4% | +13.1% | -32.5% | -20.7% |
| 3Y | -18.3% | +48.9% | -67.2% | -20.8% |
| 5Y | +10.4% | -51.8% | +62.2% | +2.4% |
| All | +17.6% | -36.0% | +53.6% | +9.9% |
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