+146.0%
NVO vs PENG
+661.7%
-515.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.6% | +1.9% |
| 7D | +2.3% | -3.8% | +6.1% | +2.2% |
| 30D | +7.1% | -40.1% | +47.2% | +10.9% |
| 3M | -11.3% | -21.8% | +10.5% | -10.7% |
| 6M | -9.0% | +3.3% | -12.4% | -13.2% |
| YTD | -14.6% | +133.6% | -148.3% | -25.7% |
| 1Y | -4.9% | +110.7% | -115.6% | -16.6% |
| 3Y | -54.9% | +204.3% | -259.1% | -62.4% |
| 5Y | -18.7% | +54.4% | -73.0% | -30.5% |
| All | +146.0% | +661.7% | -515.7% | +80.8% |
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