+1,578.5%
NOK vs PEP
+2,016.7%
-438.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +2.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.2% |
| 30D | +4.7% | +0.2% | +4.5% | +4.5% |
| 3M | -39.7% | -1.1% | -38.5% | -40.0% |
| 6M | +23.1% | -13.5% | +36.5% | +28.4% |
| YTD | +55.0% | -1.2% | +56.2% | +52.9% |
| 1Y | +118.0% | -1.6% | +119.6% | +114.5% |
| 3Y | +170.5% | -12.5% | +183.0% | +175.6% |
| 5Y | +84.9% | +3.0% | +81.8% | +75.1% |
| 10Y | +112.0% | +73.9% | +38.1% | +59.1% |
| All | +1,578.5% | +2,016.7% | -438.1% | +531.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling