+127.6%
NOK vs PM
+217.1%
-89.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.9% |
| 7D | +8.7% | +1.9% | +6.8% | +8.1% |
| 30D | +12.5% | +1.9% | +10.6% | +11.8% |
| 3M | -20.7% | +4.6% | -25.3% | -22.5% |
| 6M | +36.2% | +11.7% | +24.5% | +29.5% |
| YTD | +64.1% | +20.4% | +43.8% | +52.0% |
| 1Y | +132.4% | +19.0% | +113.4% | +115.2% |
| 3Y | +182.9% | +130.4% | +52.5% | +101.3% |
| 5Y | +102.8% | +131.5% | -28.7% | +43.4% |
| All | +127.6% | +217.1% | -89.5% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling