+0.7%
NVO vs PAAS
+122.5%
-121.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.7% |
| 7D | -4.7% | +2.6% | -7.4% | -5.0% |
| 30D | -5.4% | +2.5% | -7.9% | -5.8% |
| 3M | +7.0% | +15.1% | -8.1% | +4.9% |
| 6M | +17.6% | -12.1% | +29.7% | +18.5% |
| YTD | -8.0% | +3.1% | -11.1% | -9.3% |
| 1Y | -13.8% | +50.8% | -64.7% | -18.5% |
| 3Y | -50.3% | +259.5% | -309.7% | -57.3% |
| 5Y | +0.7% | +126.3% | -125.7% | -10.5% |
| All | +0.7% | +122.5% | -121.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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