+73.3%
NOK vs PR
+152.2%
-78.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.8% |
| 7D | -2.7% | -9.5% | +6.8% | -1.9% |
| 30D | -20.4% | -5.7% | -14.7% | -20.0% |
| 3M | -9.6% | +3.0% | -12.6% | -9.9% |
| 6M | -35.6% | +11.8% | -47.5% | -36.4% |
| YTD | +27.5% | +58.5% | -31.0% | +22.4% |
| 1Y | +18.4% | +69.9% | -51.5% | +12.9% |
| 3Y | +151.8% | +84.9% | +66.9% | +136.1% |
| 5Y | +61.1% | +246.4% | -185.3% | +41.3% |
| 10Y | +123.7% | +70.3% | +53.4% | +99.7% |
| All | +73.3% | +152.2% | -78.9% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling