+182.0%
EQNR vs PFG
+111.0%
+71.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | +6.4% | -0.4% | +6.9% | +6.5% |
| 30D | +10.4% | +2.9% | +7.5% | +9.3% |
| 3M | +23.1% | +6.7% | +16.4% | +20.5% |
| 6M | +36.3% | +33.8% | +2.5% | +24.2% |
| YTD | +96.0% | +35.0% | +61.0% | +77.4% |
| 1Y | +94.2% | +46.4% | +47.8% | +70.5% |
| 3Y | +75.3% | +71.7% | +3.6% | +42.6% |
| All | +182.0% | +111.0% | +71.1% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling