+177.0%
NVO vs PENG
+762.7%
-585.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.4% | -2.5% |
| 7D | +2.2% | +4.5% | -2.4% | +1.7% |
| 30D | +6.0% | -7.1% | +13.1% | +6.4% |
| 3M | +7.9% | -27.3% | +35.1% | +8.9% |
| 6M | +27.1% | +169.6% | -142.5% | +10.6% |
| YTD | -3.8% | +164.6% | -168.5% | -16.2% |
| 1Y | -12.8% | +109.5% | -122.3% | -22.6% |
| 3Y | -46.3% | +98.9% | -145.2% | -53.8% |
| 5Y | +3.6% | +116.3% | -112.7% | -13.2% |
| All | +177.0% | +762.7% | -585.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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