+94.2%
EQNR vs PFG
+49.5%
+44.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.4% |
| 7D | +6.4% | -0.4% | +6.9% | +6.4% |
| 30D | +10.4% | +2.9% | +7.5% | +11.4% |
| 3M | +23.1% | +6.7% | +16.4% | +25.6% |
| 6M | +36.3% | +33.8% | +2.5% | +45.8% |
| YTD | +96.0% | +35.0% | +61.0% | +108.6% |
| 1Y | +94.2% | +46.4% | +47.8% | +106.1% |
| All | +94.2% | +49.5% | +44.7% | +106.1% |
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