+1,700.7%
NOK vs PNR
+1,622.1%
+78.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.8% |
| 7D | +9.3% | -3.9% | +13.2% | +11.1% |
| 30D | +17.9% | -13.8% | +31.7% | +25.2% |
| 3M | -22.3% | -22.5% | +0.2% | -14.4% |
| 6M | +36.4% | -37.2% | +73.5% | +62.8% |
| YTD | +66.3% | -44.2% | +110.5% | +107.5% |
| 1Y | +134.4% | -46.6% | +181.1% | +197.9% |
| 3Y | +186.6% | -12.5% | +199.1% | +185.7% |
| 5Y | +102.7% | -19.3% | +122.0% | +104.8% |
| 10Y | +129.8% | +67.5% | +62.3% | +59.4% |
| All | +1,700.7% | +1,622.1% | +78.6% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling