+218.9%
NVO vs PCG
-76.0%
+294.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.3% | +2.3% |
| 7D | +3.3% | +2.2% | +1.1% | +3.2% |
| 30D | +9.2% | +0.8% | +8.4% | +9.2% |
| 3M | -9.8% | -23.8% | +14.0% | -8.6% |
| 6M | -10.4% | -19.6% | +9.2% | -9.5% |
| YTD | -14.1% | -16.7% | +2.6% | -13.5% |
| 1Y | -11.1% | -19.4% | +8.3% | -10.3% |
| 3Y | -54.9% | -18.3% | -36.6% | -54.7% |
| 5Y | -17.4% | +10.4% | -27.9% | -18.5% |
| All | +218.9% | -76.0% | +294.9% | +225.3% |
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