-51.9%
NVO vs PBF
+56.6%
-108.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -7.4% | +2.3% | -9.7% | -7.5% |
| 30D | -5.5% | +11.6% | -17.1% | -6.1% |
| 3M | +4.1% | +81.7% | -77.6% | +0.3% |
| 6M | +19.3% | +96.4% | -77.1% | +13.7% |
| YTD | -9.2% | +189.5% | -198.7% | -16.9% |
| 1Y | -15.0% | +180.7% | -195.8% | -22.7% |
| All | -51.9% | +56.6% | -108.5% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling