+21.3%
NOK vs PR
+87.5%
-66.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.5% |
| 7D | -10.4% | -12.1% | +1.7% | -10.2% |
| 30D | -19.0% | +0.9% | -19.9% | -18.6% |
| 3M | -16.7% | +10.1% | -26.9% | -16.4% |
| 6M | -37.1% | +1.1% | -38.2% | -37.3% |
| YTD | +27.7% | +63.7% | -36.0% | +44.0% |
| 1Y | +21.3% | +87.0% | -65.7% | +38.0% |
| All | +21.3% | +87.5% | -66.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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