+29,975.2%
NVO vs PPL
+2,151.9%
+27,823.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.7% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +7.1% | +4.2% | +2.9% | +6.1% |
| 3M | -11.3% | +1.5% | -12.8% | -11.7% |
| 6M | -9.0% | +1.0% | -10.1% | -9.3% |
| YTD | -14.6% | +4.4% | -19.0% | -15.6% |
| 1Y | -4.9% | +0.8% | -5.6% | -5.3% |
| 3Y | -54.9% | +56.5% | -111.4% | -59.7% |
| 5Y | -18.7% | +47.7% | -66.4% | -26.8% |
| 10Y | +202.5% | +64.4% | +138.1% | +157.8% |
| All | +29,975.2% | +2,151.9% | +27,823.3% | +15,061.4% |
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