+102.0%
NOK vs PFGC
+409.4%
-307.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +6.5% |
| 7D | +7.3% | -2.4% | +9.7% | +7.7% |
| 30D | +13.8% | -15.8% | +29.5% | +17.1% |
| 3M | -27.0% | -0.6% | -26.4% | -27.3% |
| 6M | +37.6% | +10.7% | +26.9% | +33.7% |
| YTD | +64.6% | +7.6% | +57.0% | +60.1% |
| 1Y | +132.0% | -7.8% | +139.8% | +132.4% |
| 3Y | +183.7% | +63.7% | +119.9% | +152.0% |
| 5Y | +101.3% | +112.3% | -11.0% | +68.6% |
| 10Y | +122.4% | +286.7% | -164.3% | +57.7% |
| All | +102.0% | +409.4% | -307.4% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling