+182.0%
EQNR vs PSLV
+154.2%
+27.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.4% | -3.5% | +9.9% | +6.9% |
| 30D | +10.4% | -2.1% | +12.5% | +10.5% |
| 3M | +23.1% | -1.6% | +24.7% | +23.0% |
| 6M | +36.3% | -25.5% | +61.8% | +40.8% |
| YTD | +96.0% | -11.4% | +107.4% | +86.0% |
| 1Y | +94.2% | +48.6% | +45.6% | +54.2% |
| 3Y | +75.3% | +166.9% | -91.6% | +11.1% |
| All | +182.0% | +154.2% | +27.8% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling