+2,412.0%
EQNR vs PFG
+1,010.4%
+1,401.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | +6.4% | -0.4% | +6.9% | +6.6% |
| 30D | +10.4% | +2.9% | +7.5% | +9.0% |
| 3M | +23.1% | +6.7% | +16.4% | +19.8% |
| 6M | +36.3% | +33.8% | +2.5% | +22.1% |
| YTD | +96.0% | +35.0% | +61.0% | +74.5% |
| 1Y | +94.2% | +46.4% | +47.8% | +67.6% |
| 3Y | +75.3% | +71.7% | +3.6% | +40.9% |
| 5Y | +187.2% | +113.7% | +73.5% | +110.1% |
| 10Y | +415.5% | +247.8% | +167.7% | +211.6% |
| All | +2,412.0% | +1,010.4% | +1,401.6% | +941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling