+33,769.1%
NVO vs PPL
+2,096.5%
+31,672.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.2% | +2.7% | -0.5% | +1.6% |
| 30D | +6.0% | +0.5% | +5.5% | +5.8% |
| 3M | +7.9% | +0.7% | +7.2% | +7.7% |
| 6M | +27.1% | -7.6% | +34.7% | +29.2% |
| YTD | -3.8% | +1.8% | -5.7% | -4.4% |
| 1Y | -12.8% | -0.8% | -12.1% | -12.9% |
| 3Y | -46.3% | +56.9% | -103.2% | -52.1% |
| 5Y | +3.6% | +39.5% | -35.9% | -5.6% |
| 10Y | +157.0% | +55.4% | +101.6% | +121.8% |
| All | +33,769.1% | +2,096.5% | +31,672.7% | +17,074.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling