+72.7%
PFGC vs NVDX
+833.4%
-760.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.7% |
| 7D | -2.4% | +7.3% | -9.7% | -2.7% |
| 30D | -15.8% | -0.9% | -14.8% | -15.8% |
| 3M | -0.6% | +8.4% | -9.0% | -1.3% |
| 6M | +10.7% | +38.2% | -27.5% | +8.1% |
| YTD | +7.6% | +19.3% | -11.6% | +5.6% |
| 1Y | -7.8% | +33.3% | -41.1% | -10.5% |
| All | +72.7% | +833.4% | -760.7% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling