+141.2%
NVO vs PCG
-75.6%
+216.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -7.4% | +0.5% | -7.9% | -7.4% |
| 30D | -5.5% | -18.9% | +13.4% | -4.6% |
| 3M | +4.1% | -15.8% | +20.0% | +4.9% |
| 6M | +19.3% | -22.6% | +41.9% | +20.8% |
| YTD | -9.2% | -12.2% | +3.0% | -8.8% |
| 1Y | -15.0% | -7.1% | -7.9% | -15.0% |
| 3Y | -50.9% | -15.8% | -35.0% | -50.7% |
| 5Y | -0.9% | +53.3% | -54.2% | -3.7% |
| All | +141.2% | -75.6% | +216.7% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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