+127.9%
NOK vs PCG
-76.0%
+203.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | +5.4% | +2.2% | +3.2% | +5.2% |
| 30D | -14.1% | +0.8% | -14.9% | -14.2% |
| 3M | -23.6% | -23.8% | +0.2% | -22.0% |
| 6M | -45.1% | -19.6% | -25.5% | -44.3% |
| YTD | +24.7% | -16.7% | +41.5% | +26.0% |
| 1Y | +19.0% | -19.4% | +38.4% | +20.6% |
| 3Y | +147.0% | -18.3% | +165.3% | +149.2% |
| 5Y | +58.2% | +10.4% | +47.8% | +55.6% |
| All | +127.9% | -76.0% | +203.9% | +115.4% |
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