+21.3%
NOK vs PBR
+74.7%
-53.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | -2.8% |
| 7D | -10.4% | -11.0% | +0.6% | -10.8% |
| 30D | -19.0% | -18.8% | -0.3% | -20.1% |
| 3M | -16.7% | +7.8% | -24.6% | -19.6% |
| 6M | -37.1% | -7.6% | -29.6% | -38.0% |
| YTD | +27.7% | +72.7% | -45.0% | +24.7% |
| 1Y | +21.3% | +72.9% | -51.7% | +18.6% |
| All | +21.3% | +74.7% | -53.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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