-3.1%
NVO vs PFG
+110.9%
-114.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.4% |
| 7D | -7.6% | -0.4% | -7.1% | -7.5% |
| 30D | -6.0% | +2.9% | -8.9% | -6.7% |
| 3M | -0.8% | +6.7% | -7.5% | -2.4% |
| 6M | +16.5% | +33.8% | -17.3% | +8.5% |
| YTD | -11.1% | +35.0% | -46.1% | -17.3% |
| 1Y | -16.7% | +46.4% | -63.1% | -23.9% |
| 3Y | -52.9% | +71.6% | -124.6% | -58.7% |
| All | -3.1% | +110.9% | -114.0% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling