+1,578.5%
NOK vs PEG
+2,325.3%
-746.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +4.7% | -2.4% | +7.1% | +5.6% |
| 3M | -39.7% | -4.8% | -34.9% | -38.9% |
| 6M | +23.1% | -10.7% | +33.8% | +27.5% |
| YTD | +55.0% | -6.7% | +61.7% | +57.6% |
| 1Y | +118.0% | -6.8% | +124.9% | +121.1% |
| 3Y | +170.5% | +34.5% | +136.0% | +136.0% |
| 5Y | +84.9% | +35.8% | +49.1% | +59.5% |
| 10Y | +112.0% | +141.7% | -29.8% | +41.1% |
| All | +1,578.5% | +2,325.3% | -746.7% | +643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling