+138.6%
NOK vs PSLV
+190.6%
-52.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -3.5% | +14.4% | +11.7% |
| 30D | +7.8% | -2.1% | +10.0% | +8.2% |
| 3M | -21.0% | -1.6% | -19.4% | -21.0% |
| 6M | +40.9% | -25.5% | +66.4% | +47.9% |
| YTD | +72.0% | -11.4% | +83.4% | +68.2% |
| 1Y | +140.9% | +48.6% | +92.3% | +106.2% |
| 3Y | +194.3% | +166.9% | +27.4% | +114.8% |
| 5Y | +112.5% | +152.4% | -39.9% | +54.5% |
| All | +138.6% | +190.6% | -52.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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