-16.7%
NVO vs PBF
+184.8%
-201.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | -7.6% | +5.3% | -12.9% | -7.4% |
| 30D | -6.0% | +11.7% | -17.7% | -5.7% |
| 3M | -0.8% | +91.1% | -91.9% | +1.0% |
| 6M | +16.5% | +88.4% | -72.0% | +18.2% |
| YTD | -11.1% | +194.1% | -205.2% | -9.8% |
| 1Y | -16.7% | +180.4% | -197.1% | -16.1% |
| All | -16.7% | +184.8% | -201.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling