+102.8%
NOK vs PFGC
+105.5%
-2.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +8.7% | -4.8% | +13.5% | +9.9% |
| 30D | +12.5% | -17.2% | +29.7% | +17.4% |
| 3M | -20.7% | -6.3% | -14.4% | -20.3% |
| 6M | +36.2% | +8.8% | +27.3% | +30.3% |
| YTD | +64.1% | +4.9% | +59.2% | +57.5% |
| 1Y | +132.4% | -9.5% | +141.9% | +133.8% |
| 3Y | +182.9% | +59.6% | +123.3% | +129.2% |
| 5Y | +102.8% | +113.5% | -10.7% | +48.7% |
| All | +102.8% | +105.5% | -2.7% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling