+14.1%
PCG vs NVTS
-42.8%
+56.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.5% | -11.5% | -2.1% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +1.4% | -23.8% | +25.2% | +1.8% |
| 3M | -23.4% | -30.6% | +7.2% | -23.0% |
| 6M | -19.4% | -48.4% | +29.0% | -19.0% |
| YTD | -18.5% | +20.6% | -39.1% | -19.9% |
| 1Y | -19.5% | -2.5% | -17.0% | -20.7% |
| 3Y | -21.0% | +44.0% | -65.0% | -23.4% |
| All | +14.1% | -42.8% | +56.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling