+118.0%
NOK vs PBR
+70.4%
+47.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.8% |
| 7D | -1.8% | +8.6% | -10.3% | -2.5% |
| 30D | +4.7% | +12.8% | -8.1% | +3.5% |
| 3M | -39.7% | +14.7% | -54.3% | -40.4% |
| 6M | +23.1% | +25.2% | -2.1% | +21.5% |
| YTD | +55.0% | +77.1% | -22.1% | +56.0% |
| 1Y | +118.0% | +69.6% | +48.5% | +120.0% |
| All | +118.0% | +70.4% | +47.7% | +120.0% |
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