+17.0%
PG vs NVO
-7.7%
+24.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.7% | +3.1% |
| 7D | +5.7% | +10.2% | -4.4% | +5.4% |
| 30D | +15.4% | +12.4% | +3.0% | +15.1% |
| 3M | +13.8% | -3.5% | +17.3% | +13.7% |
| 6M | +18.3% | -3.8% | +22.1% | +18.4% |
| YTD | +20.1% | -13.0% | +33.1% | +18.5% |
| 1Y | +17.0% | -8.2% | +25.2% | +14.4% |
| All | +17.0% | -7.7% | +24.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling