+118.0%
NOK vs PM
+16.6%
+101.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.6% | +2.1% |
| 7D | -1.8% | -4.9% | +3.1% | -3.2% |
| 30D | +4.7% | -3.4% | +8.1% | +3.7% |
| 3M | -39.7% | +5.2% | -44.8% | -39.0% |
| 6M | +23.1% | +3.7% | +19.4% | +23.4% |
| YTD | +55.0% | +15.8% | +39.3% | +59.4% |
| 1Y | +118.0% | +17.4% | +100.7% | +129.6% |
| All | +118.0% | +16.6% | +101.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling