+183.7%
NOK vs PWR
+206.3%
-22.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.8% | +5.4% |
| 7D | +7.3% | +4.5% | +2.7% | +5.7% |
| 30D | +13.8% | -4.9% | +18.7% | +15.7% |
| 3M | -27.0% | -7.9% | -19.1% | -25.0% |
| 6M | +37.6% | +18.3% | +19.3% | +34.3% |
| YTD | +64.6% | +51.5% | +13.1% | +53.2% |
| 1Y | +132.0% | +70.3% | +61.7% | +111.1% |
| 3Y | +183.7% | +210.6% | -26.9% | +107.0% |
| All | +183.7% | +206.3% | -22.6% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 3y: compounded portfolio wealth divided by compounded PWR 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…
3y analysis · Full analysis span regression · 6 months rolling