+13.4%
PG vs NVT
+419.5%
-406.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.6% |
| 7D | -0.8% | +4.1% | -4.9% | -0.8% |
| 30D | +0.8% | -5.1% | +6.0% | +0.8% |
| 3M | -1.3% | -1.2% | -0.2% | -1.4% |
| 6M | -3.8% | +46.6% | -50.4% | -4.6% |
| YTD | +3.6% | +60.0% | -56.4% | +2.6% |
| 1Y | -5.7% | +70.8% | -76.5% | -6.9% |
| 3Y | +1.6% | +187.5% | -186.0% | -5.6% |
| All | +13.4% | +419.5% | -406.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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