+45.5%
NOK vs PPL
+47.9%
-2.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | -10.5% | +0.4% | -10.9% | -10.7% |
| 30D | -27.9% | +5.4% | -33.3% | -29.2% |
| 3M | -18.8% | +4.3% | -23.0% | -20.0% |
| 6M | -41.9% | -1.3% | -40.6% | -42.0% |
| YTD | +18.4% | +4.7% | +13.7% | +15.2% |
| 1Y | +10.9% | +1.3% | +9.6% | +9.4% |
| 3Y | +137.9% | +57.2% | +80.7% | +86.2% |
| All | +45.5% | +47.9% | -2.4% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling