-16.7%
NVO vs PFG
+49.5%
-66.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -7.6% | -0.4% | -7.1% | -7.4% |
| 30D | -6.0% | +2.9% | -8.9% | -7.1% |
| 3M | -0.8% | +6.7% | -7.5% | -3.7% |
| 6M | +16.5% | +33.8% | -17.3% | +3.3% |
| YTD | -11.1% | +35.0% | -46.1% | -20.0% |
| 1Y | -16.7% | +46.4% | -63.1% | -24.6% |
| All | -16.7% | +49.5% | -66.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling