+60.7%
NOK vs PR
+273.3%
-212.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.7% |
| 7D | +5.4% | +6.0% | -0.6% | +4.5% |
| 30D | -14.1% | -4.2% | -10.0% | -13.6% |
| 3M | -23.6% | +10.0% | -33.5% | -24.7% |
| 6M | -45.1% | +15.6% | -60.8% | -46.5% |
| YTD | +24.7% | +68.2% | -43.5% | +15.0% |
| 1Y | +19.0% | +79.2% | -60.2% | +8.6% |
| 3Y | +147.0% | +94.9% | +52.1% | +116.7% |
| All | +60.7% | +273.3% | -212.6% | +21.5% |
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