+110.0%
NOK vs PR
+66.0%
+44.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.5% |
| 7D | -10.5% | -16.4% | +5.9% | -9.2% |
| 30D | -27.9% | -1.9% | -26.0% | -27.8% |
| 3M | -18.8% | +8.0% | -26.7% | -19.4% |
| 6M | -41.9% | +4.1% | -46.0% | -42.2% |
| YTD | +18.4% | +58.7% | -40.3% | +13.6% |
| 1Y | +10.9% | +75.8% | -65.0% | +5.4% |
| 3Y | +137.9% | +73.2% | +64.7% | +124.1% |
| 5Y | +47.8% | +230.1% | -182.3% | +29.9% |
| All | +110.0% | +66.0% | +44.0% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling