+184.5%
NOK vs PFGC
+61.7%
+122.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +9.3% | -3.7% | +13.1% | +9.6% |
| 30D | +17.9% | -16.0% | +33.8% | +19.3% |
| 3M | -22.3% | -4.1% | -18.2% | -22.9% |
| 6M | +36.4% | +8.7% | +27.7% | +31.6% |
| YTD | +66.3% | +6.4% | +60.0% | +60.1% |
| 1Y | +134.4% | -8.4% | +142.8% | +135.2% |
| All | +184.5% | +61.7% | +122.8% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling