+138.6%
NOK vs PEG
+148.0%
-9.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -0.9% | +11.9% | +11.3% |
| 30D | +7.8% | -3.7% | +11.6% | +9.0% |
| 3M | -21.0% | -7.3% | -13.7% | -19.5% |
| 6M | +40.9% | -10.5% | +51.4% | +44.9% |
| YTD | +72.0% | -7.5% | +79.5% | +74.7% |
| 1Y | +140.9% | -8.7% | +149.6% | +145.0% |
| 3Y | +194.3% | +31.4% | +162.9% | +161.3% |
| 5Y | +112.5% | +37.8% | +74.7% | +84.5% |
| All | +138.6% | +148.0% | -9.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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