+218.9%
NVO vs PPL
+67.2%
+151.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +3.3% | -0.4% | +3.6% | +3.4% |
| 30D | +9.2% | +2.6% | +6.6% | +8.5% |
| 3M | -9.8% | +0.8% | -10.6% | -10.0% |
| 6M | -10.4% | +1.4% | -11.9% | -10.8% |
| YTD | -14.1% | +4.3% | -18.4% | -15.0% |
| 1Y | -11.1% | +0.8% | -11.8% | -11.5% |
| 3Y | -54.9% | +57.9% | -112.9% | -59.8% |
| 5Y | -17.4% | +48.3% | -65.8% | -25.7% |
| All | +218.9% | +67.2% | +151.7% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling