+147.0%
NOK vs PPL
+55.5%
+91.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +5.4% | -0.4% | +5.7% | +5.4% |
| 30D | -14.1% | +2.6% | -16.8% | -14.3% |
| 3M | -23.6% | +0.8% | -24.4% | -23.7% |
| 6M | -45.1% | +1.4% | -46.6% | -45.3% |
| YTD | +24.7% | +4.3% | +20.4% | +23.4% |
| 1Y | +19.0% | +0.8% | +18.3% | +18.8% |
| 3Y | +147.0% | +57.9% | +89.1% | +96.4% |
| All | +147.0% | +55.5% | +91.5% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling