+218.9%
NVO vs PWR
+1,844.4%
-1,625.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +3.3% | +11.3% | -8.0% | +1.3% |
| 30D | +9.2% | -8.9% | +18.1% | +10.3% |
| 3M | -9.8% | -10.5% | +0.7% | -8.9% |
| 6M | -10.4% | -22.2% | +11.7% | -7.7% |
| YTD | -14.1% | +42.7% | -56.8% | -22.6% |
| 1Y | -11.1% | +41.1% | -52.2% | -19.8% |
| 3Y | -54.9% | +242.7% | -297.7% | -66.9% |
| 5Y | -17.4% | +418.5% | -436.0% | -45.1% |
| All | +218.9% | +1,844.4% | -1,625.6% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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