+132.5%
NOK vs PCG
-76.4%
+208.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | -14.7% | -0.5% | -14.3% | -14.7% |
| 3M | -10.6% | -24.0% | +13.4% | -8.7% |
| 6M | -39.4% | -18.6% | -20.8% | -38.6% |
| YTD | +30.4% | -17.7% | +48.1% | +32.0% |
| 1Y | +22.3% | -20.0% | +42.3% | +24.0% |
| 3Y | +157.6% | -20.2% | +177.8% | +160.4% |
| 5Y | +64.6% | +8.4% | +56.2% | +62.1% |
| 10Y | +132.5% | -76.4% | +208.9% | +119.0% |
| All | +132.5% | -76.4% | +208.9% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling