-3.1%
NVO vs PPG
-24.1%
+21.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.3% |
| 7D | -7.6% | -6.2% | -1.3% | -5.9% |
| 30D | -6.0% | -7.9% | +2.0% | -3.8% |
| 3M | -0.8% | -10.2% | +9.4% | +1.9% |
| 6M | +16.5% | +2.7% | +13.8% | +14.7% |
| YTD | -11.1% | +4.9% | -16.0% | -13.5% |
| 1Y | -16.7% | -3.2% | -13.5% | -17.1% |
| 3Y | -52.9% | -17.0% | -35.9% | -52.1% |
| All | -3.1% | -24.1% | +21.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling