+75.3%
EQNR vs PSLV
+165.9%
-90.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.4% | -3.5% | +9.9% | +6.6% |
| 30D | +10.4% | -2.1% | +12.5% | +10.4% |
| 3M | +23.1% | -1.6% | +24.7% | +23.1% |
| 6M | +36.3% | -25.5% | +61.8% | +39.3% |
| YTD | +96.0% | -11.4% | +107.4% | +86.8% |
| 1Y | +94.2% | +48.6% | +45.6% | +57.7% |
| 3Y | +75.3% | +166.9% | -91.6% | +15.0% |
| All | +75.3% | +165.9% | -90.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling