+152.6%
NOK vs PCG
-18.9%
+171.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.6% |
| 7D | -1.4% | -1.1% | -0.4% | -1.3% |
| 30D | -21.0% | +0.1% | -21.1% | -21.0% |
| 3M | -12.6% | -24.4% | +11.8% | -9.3% |
| 6M | -36.2% | -17.7% | -18.5% | -35.1% |
| YTD | +26.4% | -17.4% | +43.9% | +28.5% |
| 1Y | +19.6% | -19.4% | +39.0% | +22.4% |
| 3Y | +152.6% | -18.6% | +171.2% | +142.3% |
| All | +152.6% | -18.9% | +171.5% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling