+115.1%
NOK vs PNR
-21.7%
+136.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -6.0% | +17.0% | +13.2% |
| 30D | +7.8% | -14.0% | +21.8% | +13.2% |
| 3M | -21.0% | -21.7% | +0.7% | -15.0% |
| 6M | +40.9% | -37.3% | +78.2% | +63.5% |
| YTD | +72.0% | -45.1% | +117.2% | +109.1% |
| 1Y | +140.9% | -49.1% | +190.0% | +202.3% |
| 3Y | +194.3% | -14.8% | +209.1% | +185.4% |
| All | +115.1% | -21.7% | +136.8% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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