+122.4%
NOK vs PPL
+55.2%
+67.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +7.3% | +1.8% | +5.5% | +6.7% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | -27.0% | 0.0% | -27.0% | -27.3% |
| 6M | +37.6% | -7.6% | +45.2% | +40.4% |
| YTD | +64.6% | +1.7% | +62.9% | +62.4% |
| 1Y | +132.0% | +1.5% | +130.5% | +128.6% |
| 3Y | +183.7% | +55.3% | +128.4% | +139.1% |
| 5Y | +101.3% | +37.7% | +63.6% | +75.9% |
| 10Y | +122.4% | +54.0% | +68.4% | +81.9% |
| All | +122.4% | +55.2% | +67.2% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling