-1.0%
NVO vs PBF
+785.3%
-786.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -7.4% | +2.3% | -9.7% | -7.4% |
| 30D | -5.5% | +11.6% | -17.1% | -5.9% |
| 3M | +4.1% | +81.7% | -77.6% | +1.5% |
| 6M | +19.3% | +96.4% | -77.1% | +15.5% |
| YTD | -9.2% | +189.5% | -198.7% | -14.1% |
| 1Y | -15.0% | +180.7% | -195.8% | -19.8% |
| 3Y | -50.9% | +56.6% | -107.5% | -53.9% |
| All | -1.0% | +785.3% | -786.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling