+87.4%
EQNR vs PENG
+120.5%
-33.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.1% | +2.9% | -6.6% |
| 7D | -10.2% | -20.5% | +10.3% | -11.3% |
| 30D | +1.1% | -20.4% | +21.4% | +0.1% |
| 3M | +10.3% | -16.4% | +26.7% | +9.9% |
| 6M | +5.7% | +49.2% | -43.6% | +13.5% |
| YTD | +87.2% | +147.2% | -60.0% | +106.1% |
| 1Y | +87.4% | +124.7% | -37.3% | +105.7% |
| All | +87.4% | +120.5% | -33.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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