+136.0%
NVO vs PBR
+697.0%
-560.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -7.6% | +5.4% | -12.9% | -8.0% |
| 30D | -6.0% | +22.9% | -28.8% | -7.6% |
| 3M | -0.8% | +19.6% | -20.4% | -2.4% |
| 6M | +16.5% | +16.5% | 0.0% | +14.6% |
| YTD | -11.1% | +86.7% | -97.8% | -16.3% |
| 1Y | -16.7% | +74.7% | -91.4% | -21.2% |
| 3Y | -52.9% | +102.6% | -155.5% | -56.3% |
| 5Y | -3.0% | +566.6% | -569.6% | -21.0% |
| All | +136.0% | +697.0% | -560.9% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling