+119.9%
NVO vs PDD
+210.2%
-90.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +2.2% | -4.1% | +6.2% | +2.5% |
| 30D | +6.0% | -9.6% | +15.6% | +6.8% |
| 3M | +7.9% | -4.3% | +12.1% | +8.1% |
| 6M | +27.1% | -18.8% | +45.8% | +28.8% |
| YTD | -3.8% | -27.5% | +23.7% | -1.8% |
| 1Y | -12.8% | -33.6% | +20.8% | -10.4% |
| 3Y | -46.3% | -20.4% | -25.9% | -46.3% |
| 5Y | +3.6% | -19.6% | +23.2% | -1.7% |
| All | +119.9% | +210.2% | -90.3% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 all: compounded portfolio wealth divided by compounded PDD 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…
all analysis · Full analysis span regression · 6 months rolling