+102.7%
NOK vs PM
+127.1%
-24.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +9.3% | -1.2% | +10.5% | +9.6% |
| 30D | +17.9% | -0.2% | +18.0% | +17.8% |
| 3M | -22.3% | +4.9% | -27.2% | -23.9% |
| 6M | +36.4% | +9.0% | +27.3% | +31.2% |
| YTD | +66.3% | +17.8% | +48.5% | +55.6% |
| 1Y | +134.4% | +16.8% | +117.6% | +119.4% |
| 3Y | +186.6% | +125.4% | +61.1% | +90.0% |
| 5Y | +102.7% | +128.7% | -26.0% | +32.0% |
| All | +102.7% | +127.1% | -24.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling