+118.0%
NOK vs PFG
+51.4%
+66.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | -1.8% | +5.5% | -7.3% | -2.6% |
| 30D | +4.7% | +2.4% | +2.3% | +4.4% |
| 3M | -39.7% | +13.6% | -53.2% | -41.4% |
| 6M | +23.1% | +27.9% | -4.8% | +13.7% |
| YTD | +55.0% | +35.6% | +19.5% | +39.6% |
| 1Y | +118.0% | +48.5% | +69.6% | +80.4% |
| All | +118.0% | +51.4% | +66.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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