+46.4%
PFG vs NVMI
+32.8%
+13.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +2.9% | -8.4% | +11.3% | +3.1% |
| 3M | +6.7% | -33.6% | +40.3% | +7.9% |
| 6M | +33.8% | -14.7% | +48.4% | +31.9% |
| YTD | +35.0% | +13.2% | +21.7% | +29.9% |
| 1Y | +46.4% | +29.0% | +17.4% | +38.8% |
| All | +46.4% | +32.8% | +13.6% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling