+3,973.2%
PG vs NVO
+31,125.1%
-27,151.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | -0.8% | -7.6% | +6.8% | +0.2% |
| 30D | +0.8% | -6.0% | +6.8% | +1.6% |
| 3M | -1.3% | -0.8% | -0.6% | -1.5% |
| 6M | -3.8% | +16.5% | -20.3% | -6.0% |
| YTD | +3.6% | -11.1% | +14.7% | +3.9% |
| 1Y | -5.7% | -16.7% | +11.0% | -5.0% |
| 3Y | +1.6% | -52.9% | +54.5% | +7.8% |
| 5Y | +14.6% | -3.0% | +17.6% | +8.2% |
| 10Y | +121.2% | +147.1% | -25.9% | +81.6% |
| All | +3,973.2% | +31,125.1% | -27,151.9% | +1,420.7% |
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