-2.9%
NOK vs PFG
+1,015.3%
-1,018.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -1.8% | +5.5% | -7.3% | -3.8% |
| 30D | +4.7% | +2.4% | +2.3% | +3.6% |
| 3M | -39.7% | +13.6% | -53.2% | -42.8% |
| 6M | +23.1% | +27.9% | -4.8% | +11.8% |
| YTD | +55.0% | +35.6% | +19.5% | +37.5% |
| 1Y | +118.0% | +48.5% | +69.6% | +86.9% |
| 3Y | +170.5% | +66.9% | +103.6% | +119.6% |
| 5Y | +84.9% | +111.0% | -26.1% | +36.8% |
| 10Y | +112.0% | +244.5% | -132.5% | +21.4% |
| All | -2.9% | +1,015.3% | -1,018.2% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling