+183.7%
NOK vs PM
+124.9%
+58.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +6.2% |
| 7D | +7.3% | -1.3% | +8.5% | +7.3% |
| 30D | +13.8% | -2.6% | +16.3% | +13.8% |
| 3M | -27.0% | +5.8% | -32.8% | -27.6% |
| 6M | +37.6% | +10.6% | +27.0% | +35.0% |
| YTD | +64.6% | +17.2% | +47.4% | +59.8% |
| 1Y | +132.0% | +17.6% | +114.4% | +125.2% |
| 3Y | +183.7% | +124.3% | +59.4% | +113.6% |
| All | +183.7% | +124.9% | +58.8% | +113.6% |
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 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