-17.7%
NVO vs PCG
+10.2%
-28.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.3% | +2.1% |
| 7D | +3.3% | +2.2% | +1.1% | +3.0% |
| 30D | +9.2% | +0.8% | +8.4% | +9.1% |
| 3M | -9.8% | -23.8% | +14.0% | -6.6% |
| 6M | -10.4% | -19.6% | +9.2% | -8.1% |
| YTD | -14.1% | -16.7% | +2.6% | -12.6% |
| 1Y | -11.1% | -19.4% | +8.3% | -9.1% |
| 3Y | -54.9% | -18.3% | -36.6% | -54.9% |
| All | -17.7% | +10.2% | -28.0% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling