+123.8%
NOK vs PPL
+62.1%
+61.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.9% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -21.0% | +4.2% | -25.3% | -22.2% |
| 3M | -12.6% | +1.5% | -14.1% | -13.2% |
| 6M | -36.2% | +1.0% | -37.2% | -36.9% |
| YTD | +26.4% | +4.4% | +22.0% | +23.4% |
| 1Y | +19.6% | +0.8% | +18.8% | +18.2% |
| 3Y | +152.6% | +56.5% | +96.1% | +112.0% |
| 5Y | +57.3% | +47.7% | +9.6% | +34.1% |
| 10Y | +123.8% | +64.4% | +59.4% | +79.0% |
| All | +123.8% | +62.1% | +61.6% | +79.0% |
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