+136.0%
NVO vs PFGC
+292.9%
-156.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -7.6% | -4.8% | -2.8% | -7.2% |
| 30D | -6.0% | -12.5% | +6.6% | -4.9% |
| 3M | -0.8% | -9.7% | +9.0% | +0.1% |
| 6M | +16.5% | +7.0% | +9.4% | +15.7% |
| YTD | -11.1% | +4.5% | -15.6% | -11.5% |
| 1Y | -16.7% | -11.6% | -5.1% | -16.0% |
| 3Y | -52.9% | +58.5% | -111.4% | -54.9% |
| 5Y | -3.0% | +112.6% | -115.6% | -9.6% |
| All | +136.0% | +292.9% | -156.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling