+87.5%
EQNR vs PFG
+42.3%
+45.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -1.8% |
| 7D | -10.6% | -0.7% | -9.9% | -10.6% |
| 30D | -1.1% | +2.8% | -3.9% | -0.1% |
| 3M | +12.6% | -1.0% | +13.7% | +13.1% |
| 6M | +4.9% | +13.6% | -8.7% | +11.0% |
| YTD | +86.1% | +31.1% | +55.0% | +103.5% |
| 1Y | +87.5% | +43.8% | +43.7% | +101.5% |
| All | +87.5% | +42.3% | +45.3% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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