+75.3%
PEP vs NVO
+143.1%
-67.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -1.0% | -7.6% | +6.6% | 0.0% |
| 30D | -0.7% | -6.0% | +5.3% | 0.0% |
| 3M | -4.1% | -0.8% | -3.4% | -4.2% |
| 6M | -13.1% | +16.5% | -29.5% | -14.9% |
| YTD | -2.1% | -11.1% | +9.0% | -2.1% |
| 1Y | -1.7% | -16.7% | +15.1% | -1.1% |
| 3Y | -15.1% | -52.9% | +37.8% | -10.2% |
| 5Y | +3.1% | -3.0% | +6.1% | -11.2% |
| All | +75.3% | +143.1% | -67.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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