+133.9%
NOK vs PPL
+65.0%
+68.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.0% | -2.2% | +13.2% | +11.7% |
| 30D | -16.0% | +1.7% | -17.7% | -16.7% |
| 3M | -19.8% | +0.1% | -19.9% | -20.0% |
| 6M | -37.1% | -1.5% | -35.6% | -37.3% |
| YTD | +28.0% | +3.0% | +25.0% | +25.4% |
| 1Y | +17.9% | -1.4% | +19.4% | +17.3% |
| 3Y | +152.7% | +53.5% | +99.2% | +113.4% |
| 5Y | +62.3% | +46.4% | +15.9% | +38.7% |
| All | +133.9% | +65.0% | +68.9% | +88.6% |
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