+138.6%
NOK vs PSX
+386.4%
-247.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | +1.7% | +9.3% | +10.5% |
| 30D | +7.8% | +15.6% | -7.8% | +3.7% |
| 3M | -21.0% | +46.5% | -67.5% | -29.0% |
| 6M | +40.9% | +55.0% | -14.1% | +24.3% |
| YTD | +72.0% | +105.3% | -33.3% | +40.1% |
| 1Y | +140.9% | +101.6% | +39.3% | +96.5% |
| 3Y | +194.3% | +134.1% | +60.1% | +124.8% |
| 5Y | +112.5% | +368.7% | -256.2% | +28.8% |
| All | +138.6% | +386.4% | -247.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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