+32,286.5%
NVO vs PEG
+2,889.2%
+29,397.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.4% | -1.7% | -3.7% | -5.1% |
| 3M | +7.0% | -6.8% | +13.7% | +8.8% |
| 6M | +17.6% | -11.4% | +29.0% | +21.0% |
| YTD | -8.0% | -7.2% | -0.8% | -6.6% |
| 1Y | -13.8% | -6.1% | -7.7% | -12.9% |
| 3Y | -50.3% | +31.8% | -82.0% | -54.4% |
| 5Y | +0.7% | +35.6% | -35.0% | -9.0% |
| 10Y | +155.6% | +148.7% | +6.9% | +92.9% |
| All | +32,286.5% | +2,889.2% | +29,397.3% | +13,355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling