+136.0%
NVO vs PEG
+148.0%
-12.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -7.6% | -0.9% | -6.7% | -7.4% |
| 30D | -6.0% | -3.7% | -2.3% | -5.1% |
| 3M | -0.8% | -7.3% | +6.5% | +1.0% |
| 6M | +16.5% | -10.5% | +26.9% | +19.4% |
| YTD | -11.1% | -7.5% | -3.6% | -9.7% |
| 1Y | -16.7% | -8.7% | -8.0% | -15.2% |
| 3Y | -52.9% | +31.4% | -84.3% | -56.9% |
| 5Y | -3.0% | +37.8% | -40.8% | -13.0% |
| All | +136.0% | +148.0% | -12.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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