+113.2%
NVO vs PFGC
+403.3%
-290.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.4% |
| 30D | -5.4% | -16.0% | +10.5% | -4.0% |
| 3M | +7.0% | -4.1% | +11.1% | +7.4% |
| 6M | +17.6% | +8.7% | +8.9% | +16.7% |
| YTD | -8.0% | +6.4% | -14.4% | -8.6% |
| 1Y | -13.8% | -8.4% | -5.5% | -13.4% |
| 3Y | -50.3% | +61.8% | -112.0% | -52.5% |
| 5Y | +0.7% | +108.7% | -108.1% | -6.3% |
| 10Y | +155.6% | +298.1% | -142.5% | +126.4% |
| All | +113.2% | +403.3% | -290.1% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling