+31,203.5%
NVO vs PPG
+2,583.7%
+28,619.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.2% |
| 7D | -7.6% | -6.2% | -1.3% | -6.1% |
| 30D | -6.0% | -7.9% | +2.0% | -4.1% |
| 3M | -0.8% | -10.2% | +9.4% | +1.6% |
| 6M | +16.5% | +2.7% | +13.8% | +15.1% |
| YTD | -11.1% | +4.9% | -16.0% | -13.0% |
| 1Y | -16.7% | -3.2% | -13.5% | -16.9% |
| 3Y | -52.9% | -17.0% | -35.9% | -51.7% |
| 5Y | -3.0% | -23.3% | +20.4% | 0.0% |
| 10Y | +147.1% | +26.4% | +120.6% | +117.6% |
| All | +31,203.5% | +2,583.7% | +28,619.8% | +15,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling