+1,072.4%
PG vs NVS
+1,074.0%
-1.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -14.3% | +13.5% | +3.8% |
| 30D | +0.8% | -10.0% | +10.8% | +3.7% |
| 3M | -1.3% | -10.9% | +9.6% | +1.7% |
| 6M | -3.8% | -12.0% | +8.1% | -0.5% |
| YTD | +3.6% | +2.5% | +1.1% | +1.9% |
| 1Y | -5.7% | +10.7% | -16.4% | -9.8% |
| 3Y | +1.6% | +53.3% | -51.7% | -13.3% |
| 5Y | +14.6% | +93.6% | -79.0% | -9.9% |
| 10Y | +121.2% | +180.6% | -59.4% | +54.0% |
| All | +1,072.4% | +1,074.0% | -1.6% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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