+76.5%
EQNR vs PENG
+97.1%
-20.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | -0.3% |
| 7D | +5.7% | 0.0% | +5.8% | +5.7% |
| 30D | +11.3% | -15.2% | +26.5% | +11.3% |
| 3M | +21.5% | -16.9% | +38.4% | +21.4% |
| 6M | +41.8% | +161.5% | -119.7% | +38.3% |
| YTD | +97.3% | +148.6% | -51.2% | +92.3% |
| 1Y | +89.9% | +89.6% | +0.3% | +86.7% |
| All | +76.5% | +97.1% | -20.6% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling