+331.5%
EQNR vs PENG
+752.7%
-421.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.3% |
| 7D | +6.4% | -1.2% | +7.6% | +6.5% |
| 30D | +10.4% | -12.9% | +23.2% | +11.8% |
| 3M | +23.1% | -20.5% | +43.6% | +23.8% |
| 6M | +36.3% | +176.8% | -140.6% | +14.6% |
| YTD | +96.0% | +161.6% | -65.6% | +65.3% |
| 1Y | +94.2% | +95.6% | -1.4% | +69.5% |
| 3Y | +75.3% | +111.9% | -36.7% | +40.8% |
| 5Y | +187.2% | +111.4% | +75.8% | +120.5% |
| All | +331.5% | +752.7% | -421.1% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling