+123.7%
NOK vs PCG
-76.4%
+200.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -2.7% | -0.5% | -2.3% | -2.7% |
| 30D | -20.4% | +0.8% | -21.1% | -20.4% |
| 3M | -9.6% | -22.0% | +12.4% | -8.0% |
| 6M | -35.6% | -17.1% | -18.6% | -34.9% |
| YTD | +27.5% | -16.9% | +44.4% | +28.9% |
| 1Y | +18.4% | -19.1% | +37.4% | +19.9% |
| 3Y | +151.8% | -19.4% | +171.3% | +154.4% |
| 5Y | +61.1% | +9.0% | +52.1% | +58.6% |
| 10Y | +123.7% | -76.2% | +199.9% | +110.2% |
| All | +123.7% | -76.4% | +200.1% | +110.2% |
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