+194.3%
NOK vs PPG
-17.4%
+211.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | -6.2% | +17.2% | +13.3% |
| 30D | +7.8% | -7.9% | +15.8% | +10.8% |
| 3M | -21.0% | -10.2% | -10.8% | -18.3% |
| 6M | +40.9% | +2.7% | +38.2% | +38.0% |
| YTD | +72.0% | +4.9% | +67.1% | +64.8% |
| 1Y | +140.9% | -3.2% | +144.1% | +138.8% |
| 3Y | +194.3% | -17.0% | +211.3% | +202.8% |
| All | +194.3% | -17.4% | +211.6% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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