+243.8%
PFG vs NVMI
+3,158.6%
-2,914.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +2.9% | -8.4% | +11.3% | +4.7% |
| 3M | +6.7% | -33.6% | +40.3% | +15.4% |
| 6M | +33.8% | -14.7% | +48.4% | +33.9% |
| YTD | +35.0% | +13.2% | +21.7% | +24.4% |
| 1Y | +46.4% | +29.0% | +17.4% | +29.0% |
| 3Y | +71.7% | +215.0% | -143.3% | +7.1% |
| 5Y | +113.7% | +268.6% | -154.9% | +20.3% |
| All | +243.8% | +3,158.6% | -2,914.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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