-12.8%
NVO vs PBR
+70.4%
-83.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -2.1% |
| 7D | +2.2% | +8.6% | -6.4% | +3.1% |
| 30D | +6.0% | +12.8% | -6.8% | +7.4% |
| 3M | +7.9% | +14.7% | -6.8% | +9.5% |
| 6M | +27.1% | +25.2% | +1.9% | +28.6% |
| YTD | -3.8% | +77.1% | -81.0% | -3.4% |
| 1Y | -12.8% | +69.6% | -82.4% | -12.2% |
| All | -12.8% | +70.4% | -83.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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