+184.5%
NOK vs PFG
+67.4%
+117.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +9.3% | +3.2% | +6.1% | +7.9% |
| 30D | +17.9% | +0.9% | +16.9% | +17.3% |
| 3M | -22.3% | +7.7% | -30.0% | -24.8% |
| 6M | +36.4% | +29.0% | +7.4% | +22.2% |
| YTD | +66.3% | +32.5% | +33.8% | +46.9% |
| 1Y | +134.4% | +47.3% | +87.1% | +97.1% |
| All | +184.5% | +67.4% | +117.1% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling