+1,578.5%
NOK vs PH
+12,830.5%
-11,252.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -1.8% | -3.1% | +1.3% | -0.3% |
| 30D | +4.7% | -3.2% | +7.9% | +6.1% |
| 3M | -39.7% | +10.6% | -50.2% | -42.8% |
| 6M | +23.1% | -2.1% | +25.2% | +23.2% |
| YTD | +55.0% | +10.2% | +44.8% | +45.9% |
| 1Y | +118.0% | +28.2% | +89.8% | +89.4% |
| 3Y | +170.5% | +134.9% | +35.6% | +66.7% |
| 5Y | +84.9% | +253.6% | -168.8% | -9.1% |
| 10Y | +112.0% | +804.7% | -692.7% | -44.6% |
| All | +1,578.5% | +12,830.5% | -11,252.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling