+183.7%
NOK vs PCG
-10.8%
+194.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.6% | +2.5% | +5.6% |
| 7D | +7.3% | +5.4% | +1.8% | +6.4% |
| 30D | +13.8% | -15.1% | +28.9% | +16.3% |
| 3M | -27.0% | -9.8% | -17.2% | -26.3% |
| 6M | +37.6% | -18.0% | +55.6% | +41.4% |
| YTD | +64.6% | -7.2% | +71.9% | +64.6% |
| 1Y | +132.0% | +2.9% | +129.2% | +124.5% |
| 3Y | +183.7% | -11.1% | +194.8% | +175.6% |
| All | +183.7% | -10.8% | +194.4% | +175.6% |
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