+138.6%
NOK vs PFGC
+292.9%
-154.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +11.0% | -4.8% | +15.7% | +11.9% |
| 30D | +7.8% | -12.5% | +20.4% | +10.4% |
| 3M | -21.0% | -9.7% | -11.3% | -19.9% |
| 6M | +40.9% | +7.0% | +33.9% | +37.7% |
| YTD | +72.0% | +4.5% | +67.6% | +68.1% |
| 1Y | +140.9% | -11.6% | +152.5% | +143.2% |
| 3Y | +194.3% | +58.5% | +135.8% | +162.5% |
| 5Y | +112.5% | +112.6% | -0.1% | +77.7% |
| All | +138.6% | +292.9% | -154.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling