+67.6%
PFGC vs NVDX
+772.1%
-704.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -4.8% | -10.2% | +5.5% | -4.3% |
| 30D | -12.5% | -7.3% | -5.2% | -12.3% |
| 3M | -9.7% | +5.5% | -15.3% | -10.3% |
| 6M | +7.0% | +18.3% | -11.3% | +5.3% |
| YTD | +4.5% | +11.4% | -7.0% | +2.8% |
| 1Y | -11.6% | +12.7% | -24.3% | -13.4% |
| All | +67.6% | +772.1% | -704.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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