+102.7%
NOK vs PCG
+55.2%
+47.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +2.0% |
| 7D | +9.3% | +6.5% | +2.9% | +7.7% |
| 30D | +17.9% | -16.7% | +34.6% | +22.2% |
| 3M | -22.3% | -14.2% | -8.1% | -20.3% |
| 6M | +36.4% | -21.5% | +57.8% | +43.0% |
| YTD | +66.3% | -11.2% | +77.5% | +67.9% |
| 1Y | +134.4% | -4.2% | +138.6% | +129.9% |
| 3Y | +186.6% | -14.9% | +201.5% | +187.3% |
| 5Y | +102.7% | +54.2% | +48.4% | +63.2% |
| All | +102.7% | +55.2% | +47.4% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling