+107.2%
PFGC vs NVMI
+261.9%
-154.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -12.5% | -8.4% | -4.1% | -11.4% |
| 3M | -9.7% | -33.6% | +23.8% | -4.3% |
| 6M | +7.0% | -14.7% | +21.7% | +7.0% |
| YTD | +4.5% | +13.2% | -8.8% | -1.7% |
| 1Y | -11.6% | +29.0% | -40.6% | -19.8% |
| 3Y | +58.5% | +215.0% | -156.5% | +2.5% |
| All | +107.2% | +261.9% | -154.7% | +30.1% |
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