+1,312.4%
NOK vs PPL
+1,706.4%
-393.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | +2.2% | -1.0% | +3.1% | +2.5% |
| 30D | -14.7% | +3.0% | -17.8% | -15.9% |
| 3M | -10.6% | +1.1% | -11.7% | -11.2% |
| 6M | -39.4% | -0.8% | -38.6% | -39.8% |
| YTD | +30.4% | +3.5% | +27.0% | +27.5% |
| 1Y | +22.3% | -0.9% | +23.2% | +21.3% |
| 3Y | +157.6% | +54.2% | +103.4% | +117.0% |
| 5Y | +64.6% | +46.3% | +18.3% | +40.5% |
| 10Y | +132.5% | +65.0% | +67.4% | +82.5% |
| All | +1,312.4% | +1,706.4% | -393.9% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling