+153.4%
NOK vs PR
+93.4%
+60.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | +11.0% | +6.7% | +4.3% | +10.2% |
| 30D | -16.0% | -6.1% | -9.9% | -15.5% |
| 3M | -19.8% | +6.9% | -26.6% | -20.3% |
| 6M | -37.1% | +14.6% | -51.7% | -38.1% |
| YTD | +28.0% | +66.1% | -38.2% | +21.8% |
| 1Y | +17.9% | +77.0% | -59.1% | +11.3% |
| All | +153.4% | +93.4% | +60.0% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling