+19.0%
NOK vs PEP
+5.0%
+14.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -0.7% |
| 7D | +5.4% | +2.9% | +2.5% | +7.8% |
| 30D | -14.1% | +12.5% | -26.7% | -5.2% |
| 3M | -23.6% | +4.5% | -28.1% | -19.1% |
| 6M | -45.1% | -0.5% | -44.7% | -41.7% |
| YTD | +24.7% | +4.4% | +20.3% | +35.4% |
| 1Y | +19.0% | +4.4% | +14.7% | +27.4% |
| All | +19.0% | +5.0% | +14.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling