+973.4%
PFG vs NVMI
+12,903.8%
-11,930.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.6% |
| 7D | +6.0% | +11.7% | -5.7% | +4.3% |
| 30D | +2.2% | -4.0% | +6.3% | +2.7% |
| 3M | +10.4% | -25.8% | +36.1% | +14.0% |
| 6M | +27.8% | -8.3% | +36.1% | +27.0% |
| YTD | +33.6% | +14.8% | +18.8% | +27.9% |
| 1Y | +49.3% | +37.9% | +11.4% | +38.3% |
| 3Y | +69.7% | +216.3% | -146.5% | +34.3% |
| 5Y | +111.3% | +277.2% | -165.8% | +60.3% |
| 10Y | +240.3% | +3,074.3% | -2,834.0% | +90.9% |
| All | +973.4% | +12,903.8% | -11,930.4% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling