+102.7%
NOK vs PH
+251.4%
-148.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +17.9% | -10.3% | +28.1% | +23.1% |
| 3M | -22.3% | +5.1% | -27.4% | -23.9% |
| 6M | +36.4% | +2.3% | +34.1% | +34.3% |
| YTD | +66.3% | +8.7% | +57.6% | +59.2% |
| 1Y | +134.4% | +26.8% | +107.7% | +109.2% |
| 3Y | +186.6% | +139.2% | +47.4% | +79.2% |
| 5Y | +102.7% | +251.1% | -148.4% | -1.0% |
| All | +102.7% | +251.4% | -148.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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