+115.1%
NOK vs PBR
+552.2%
-437.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.9% |
| 7D | +11.0% | +5.4% | +5.6% | +10.1% |
| 30D | +7.8% | +22.9% | -15.0% | +4.6% |
| 3M | -21.0% | +19.6% | -40.6% | -23.3% |
| 6M | +40.9% | +16.5% | +24.4% | +37.3% |
| YTD | +72.0% | +86.7% | -14.6% | +56.2% |
| 1Y | +140.9% | +74.7% | +66.2% | +120.6% |
| 3Y | +194.3% | +102.6% | +91.7% | +162.1% |
| All | +115.1% | +552.2% | -437.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling