+32,722.5%
NVO vs PH
+25,009.0%
+7,713.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -3.2% | -10.8% | +7.6% | -0.9% |
| 3M | +11.5% | +8.5% | +3.0% | +9.4% |
| 6M | +22.9% | +3.9% | +19.0% | +21.3% |
| YTD | -6.8% | +9.4% | -16.2% | -9.1% |
| 1Y | -12.6% | +26.8% | -39.4% | -17.5% |
| 3Y | -49.6% | +140.8% | -190.4% | -58.7% |
| 5Y | +0.6% | +253.8% | -253.2% | -24.7% |
| 10Y | +148.3% | +792.3% | -644.1% | +46.5% |
| All | +32,722.5% | +25,009.0% | +7,713.5% | +11,230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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