+123.8%
NOK vs PR
+66.7%
+57.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.8% | +6.9% |
| 7D | -1.4% | -12.4% | +10.9% | -0.4% |
| 30D | -21.0% | -6.6% | -14.5% | -20.6% |
| 3M | -12.6% | +7.5% | -20.1% | -13.2% |
| 6M | -36.2% | +10.8% | -47.0% | -36.9% |
| YTD | +26.4% | +57.0% | -30.6% | +21.4% |
| 1Y | +19.6% | +67.9% | -48.3% | +14.1% |
| 3Y | +152.6% | +87.6% | +65.0% | +136.5% |
| 5Y | +57.3% | +220.4% | -163.1% | +38.5% |
| 10Y | +123.8% | +64.8% | +59.0% | +101.3% |
| All | +123.8% | +66.7% | +57.1% | +101.3% |
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