+140.9%
NOK vs PFGC
-10.1%
+151.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.7% |
| 7D | +11.0% | -4.8% | +15.7% | +9.7% |
| 30D | +7.8% | -12.5% | +20.4% | +4.4% |
| 3M | -21.0% | -9.7% | -11.3% | -23.4% |
| 6M | +40.9% | +7.0% | +33.9% | +36.7% |
| YTD | +72.0% | +4.5% | +67.6% | +66.8% |
| 1Y | +140.9% | -11.6% | +152.5% | +151.7% |
| All | +140.9% | -10.1% | +151.0% | +151.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling