+409.3%
EQNR vs PFG
+251.1%
+158.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.2% |
| 7D | +6.4% | -0.4% | +6.9% | +6.6% |
| 30D | +10.4% | +2.9% | +7.5% | +8.5% |
| 3M | +23.1% | +6.7% | +16.4% | +18.7% |
| 6M | +36.3% | +33.8% | +2.5% | +17.2% |
| YTD | +96.0% | +35.0% | +61.0% | +67.0% |
| 1Y | +94.2% | +46.4% | +47.8% | +58.3% |
| 3Y | +75.3% | +71.7% | +3.6% | +28.2% |
| 5Y | +187.2% | +113.7% | +73.5% | +79.3% |
| All | +409.3% | +251.1% | +158.2% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling