+64.6%
NOK vs PEP
+3.2%
+61.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | -14.7% | +13.6% | -28.4% | -15.7% |
| 3M | -10.6% | +5.1% | -15.7% | -10.8% |
| 6M | -39.4% | -1.6% | -37.8% | -39.0% |
| YTD | +30.4% | +3.3% | +27.1% | +28.8% |
| 1Y | +22.3% | +3.2% | +19.1% | +20.8% |
| 3Y | +157.6% | -3.9% | +161.5% | +156.8% |
| 5Y | +64.6% | +4.0% | +60.5% | +56.6% |
| All | +64.6% | +3.2% | +61.3% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling