+194.3%
NOK vs PEG
+31.8%
+162.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -0.9% | +11.9% | +11.1% |
| 30D | +7.8% | -3.7% | +11.6% | +8.4% |
| 3M | -21.0% | -7.3% | -13.7% | -20.4% |
| 6M | +40.9% | -10.5% | +51.4% | +42.9% |
| YTD | +72.0% | -7.5% | +79.5% | +73.0% |
| 1Y | +140.9% | -8.7% | +149.6% | +142.2% |
| 3Y | +194.3% | +31.4% | +162.9% | +151.6% |
| All | +194.3% | +31.8% | +162.5% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling