+111.5%
PFG vs NVMI
+263.1%
-151.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -3.0% | +3.8% | -6.8% | -3.6% |
| 30D | +2.5% | -7.6% | +10.0% | +3.5% |
| 3M | +6.1% | -28.0% | +34.1% | +10.2% |
| 6M | +31.3% | -15.3% | +46.6% | +31.3% |
| YTD | +33.6% | +11.5% | +22.1% | +26.0% |
| 1Y | +48.5% | +31.6% | +16.9% | +34.6% |
| 3Y | +69.6% | +207.0% | -137.4% | +18.5% |
| 5Y | +111.5% | +262.8% | -151.4% | +36.9% |
| All | +111.5% | +263.1% | -151.6% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling