+3.5%
PG vs NVD
-99.1%
+102.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -0.8% | +10.8% | -11.6% | -1.2% |
| 30D | +0.8% | +0.8% | +0.1% | +0.7% |
| 3M | -1.3% | -20.8% | +19.5% | -0.8% |
| 6M | -3.8% | -41.2% | +37.3% | -2.6% |
| YTD | +3.6% | -44.2% | +47.8% | +5.0% |
| 1Y | -5.7% | -54.2% | +48.4% | -4.1% |
| 3Y | +1.6% | -99.1% | +100.7% | +10.0% |
| All | +3.5% | -99.1% | +102.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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