+3,530.6%
NVO vs PFG
+999.6%
+2,531.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | +0.1% | +6.0% | -5.9% | -1.0% |
| 30D | -3.2% | +2.2% | -5.4% | -3.6% |
| 3M | +11.5% | +10.4% | +1.1% | +9.5% |
| 6M | +22.9% | +27.8% | -4.9% | +17.6% |
| YTD | -6.8% | +33.6% | -40.5% | -11.6% |
| 1Y | -12.6% | +49.3% | -61.9% | -18.8% |
| 3Y | -49.6% | +69.7% | -119.3% | -54.5% |
| 5Y | +0.6% | +111.3% | -110.8% | -13.8% |
| 10Y | +148.3% | +240.3% | -92.0% | +85.4% |
| All | +3,530.6% | +999.6% | +2,531.0% | +1,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling