+134.4%
NOK vs PPL
+0.2%
+134.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.6% |
| 7D | +9.3% | 0.0% | +9.3% | +9.4% |
| 30D | +17.9% | -1.3% | +19.1% | +17.6% |
| 3M | -22.3% | -2.6% | -19.7% | -22.6% |
| 6M | +36.4% | -8.4% | +44.8% | +36.3% |
| YTD | +66.3% | +0.2% | +66.1% | +69.4% |
| 1Y | +134.4% | -0.2% | +134.7% | +130.6% |
| All | +134.4% | +0.2% | +134.3% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling