+184.5%
NOK vs PEP
-13.9%
+198.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +9.3% | -1.7% | +11.0% | +9.3% |
| 30D | +17.9% | +0.3% | +17.5% | +17.8% |
| 3M | -22.3% | -3.2% | -19.1% | -22.3% |
| 6M | +36.4% | -13.6% | +49.9% | +38.7% |
| YTD | +66.3% | -1.9% | +68.2% | +65.2% |
| 1Y | +134.4% | -0.6% | +135.0% | +131.4% |
| All | +184.5% | -13.9% | +198.3% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling