+0.6%
NVO vs PPL
+39.3%
-38.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | -3.2% | -1.1% | -2.2% | -3.0% |
| 3M | +11.5% | 0.0% | +11.5% | +11.5% |
| 6M | +22.9% | -7.6% | +30.5% | +24.7% |
| YTD | -6.8% | +1.7% | -8.5% | -7.3% |
| 1Y | -12.6% | +1.5% | -14.2% | -13.2% |
| 3Y | -49.6% | +55.3% | -104.8% | -54.5% |
| 5Y | +0.6% | +37.7% | -37.1% | -7.2% |
| All | +0.6% | +39.3% | -38.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling