+16.6%
PCG vs NVTS
-31.5%
+48.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.3% | -10.0% | +1.1% |
| 7D | -1.1% | +20.8% | -21.9% | -1.4% |
| 30D | +0.1% | -11.1% | +11.2% | +0.2% |
| 3M | -24.4% | -31.0% | +6.6% | -24.1% |
| 6M | -17.7% | -47.4% | +29.7% | -17.3% |
| YTD | -17.4% | +34.2% | -51.6% | -19.0% |
| 1Y | -19.4% | +22.2% | -41.6% | -20.8% |
| 3Y | -18.6% | +68.4% | -87.0% | -21.4% |
| 5Y | +10.2% | -39.0% | +49.2% | +2.4% |
| All | +16.6% | -31.5% | +48.1% | +8.8% |
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