-53.3%
NOK vs PM
+837.3%
-890.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | +5.4% | +0.5% | +4.8% | +5.0% |
| 30D | -14.1% | -3.2% | -10.9% | -13.2% |
| 3M | -23.6% | +6.2% | -29.8% | -26.4% |
| 6M | -45.1% | +7.7% | -52.8% | -48.5% |
| YTD | +24.7% | +27.3% | -2.5% | +6.7% |
| 1Y | +19.0% | +32.8% | -13.7% | -0.6% |
| 3Y | +147.0% | +150.0% | -3.0% | +41.6% |
| 5Y | +58.2% | +164.2% | -106.1% | -12.9% |
| 10Y | +122.3% | +265.7% | -143.4% | -8.8% |
| All | -53.3% | +837.3% | -890.6% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling