+29,481.0%
NVO vs PPL
+2,153.2%
+27,327.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.3% | 0.0% | +1.2% | +1.3% |
| 30D | +5.3% | +4.3% | +1.0% | +4.3% |
| 3M | -13.6% | +2.9% | -16.6% | -14.2% |
| 6M | -10.5% | +1.1% | -11.6% | -10.8% |
| YTD | -16.0% | +4.5% | -20.5% | -17.0% |
| 1Y | -7.0% | +0.1% | -7.1% | -7.2% |
| 3Y | -56.1% | +55.7% | -111.8% | -60.7% |
| 5Y | -19.0% | +47.6% | -66.6% | -27.1% |
| 10Y | +203.7% | +66.8% | +136.8% | +157.9% |
| All | +29,481.0% | +2,153.2% | +27,327.8% | +14,810.4% |
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