+94.2%
EQNR vs PENG
+98.5%
-4.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -0.5% |
| 7D | +6.4% | -1.2% | +7.6% | +6.4% |
| 30D | +10.4% | -12.9% | +23.2% | +9.9% |
| 3M | +23.1% | -20.5% | +43.6% | +23.0% |
| 6M | +36.3% | +176.8% | -140.6% | +40.6% |
| YTD | +96.0% | +161.6% | -65.6% | +101.2% |
| 1Y | +94.2% | +95.6% | -1.4% | +105.9% |
| All | +94.2% | +98.5% | -4.3% | +105.9% |
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