+1,762.6%
NOK vs PPG
+1,125.5%
+637.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +11.0% | -6.2% | +17.2% | +14.8% |
| 30D | +7.8% | -7.9% | +15.8% | +12.6% |
| 3M | -21.0% | -10.2% | -10.8% | -16.8% |
| 6M | +40.9% | +2.7% | +38.2% | +36.5% |
| YTD | +72.0% | +4.9% | +67.1% | +63.1% |
| 1Y | +140.9% | -3.2% | +144.1% | +137.9% |
| 3Y | +194.3% | -17.0% | +211.3% | +210.1% |
| 5Y | +112.5% | -23.3% | +135.9% | +129.5% |
| 10Y | +137.7% | +26.4% | +111.3% | +79.1% |
| All | +1,762.6% | +1,125.5% | +637.1% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling