+3,159.9%
PEP vs NVO
+33,684.3%
-30,524.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.4% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | +0.2% | +6.0% | -5.8% | -0.6% |
| 3M | -1.1% | +7.9% | -9.0% | -2.3% |
| 6M | -13.5% | +27.1% | -40.6% | -16.5% |
| YTD | -1.2% | -3.8% | +2.7% | -2.0% |
| 1Y | -1.6% | -12.8% | +11.3% | -1.4% |
| 3Y | -12.5% | -46.3% | +33.8% | -8.6% |
| 5Y | +3.0% | +3.6% | -0.6% | -4.6% |
| 10Y | +73.9% | +157.0% | -83.1% | +38.2% |
| All | +3,159.9% | +33,684.3% | -30,524.3% | +745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling