+86.7%
NOK vs PR
+433.6%
-346.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.9% |
| 7D | -1.8% | +2.9% | -4.7% | -2.2% |
| 30D | +4.7% | +18.0% | -13.3% | +2.2% |
| 3M | -39.7% | +16.9% | -56.5% | -41.1% |
| 6M | +23.1% | +28.2% | -5.1% | +18.5% |
| YTD | +55.0% | +69.3% | -14.3% | +43.5% |
| 1Y | +118.0% | +69.5% | +48.5% | +101.1% |
| 3Y | +170.5% | +81.7% | +88.8% | +141.0% |
| All | +86.7% | +433.6% | -346.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling