-52.9%
NVO vs PNR
-14.5%
-38.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | -7.6% | -6.0% | -1.5% | -5.9% |
| 30D | -6.0% | -14.0% | +8.0% | -2.0% |
| 3M | -0.8% | -21.7% | +20.9% | +5.2% |
| 6M | +16.5% | -37.3% | +53.7% | +32.5% |
| YTD | -11.1% | -45.1% | +34.0% | +6.5% |
| 1Y | -16.7% | -49.1% | +32.4% | +2.0% |
| 3Y | -52.9% | -14.8% | -38.1% | -46.3% |
| All | -52.9% | -14.5% | -38.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling