+147.0%
NOK vs PM
+150.4%
-3.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.5% |
| 7D | +5.4% | +0.5% | +4.8% | +5.4% |
| 30D | -14.1% | -3.2% | -10.9% | -14.1% |
| 3M | -23.6% | +6.2% | -29.8% | -23.2% |
| 6M | -45.1% | +7.7% | -52.8% | -44.7% |
| YTD | +24.7% | +27.3% | -2.5% | +22.4% |
| 1Y | +19.0% | +32.8% | -13.7% | +16.0% |
| 3Y | +147.0% | +150.0% | -3.0% | +86.8% |
| All | +147.0% | +150.4% | -3.4% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling