+60.7%
NOK vs PFG
+92.7%
-32.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +5.4% | +2.4% | +3.0% | +4.3% |
| 30D | -14.1% | +5.9% | -20.0% | -16.2% |
| 3M | -23.6% | -0.4% | -23.1% | -23.8% |
| 6M | -45.1% | +14.8% | -60.0% | -49.2% |
| YTD | +24.7% | +31.9% | -7.2% | +7.5% |
| 1Y | +19.0% | +38.8% | -19.8% | -0.2% |
| 3Y | +147.0% | +82.4% | +64.6% | +74.6% |
| All | +60.7% | +92.7% | -32.0% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling