+115.1%
NOK vs PSX
+362.1%
-247.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | +1.7% | +9.3% | +10.6% |
| 30D | +7.8% | +15.6% | -7.8% | +4.3% |
| 3M | -21.0% | +46.5% | -67.5% | -27.7% |
| 6M | +40.9% | +55.0% | -14.1% | +26.8% |
| YTD | +72.0% | +105.3% | -33.3% | +44.6% |
| 1Y | +140.9% | +101.6% | +39.3% | +102.8% |
| 3Y | +194.3% | +134.1% | +60.1% | +133.2% |
| All | +115.1% | +362.1% | -247.0% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling