+1,248.2%
PANW vs EQNR
+416.8%
+831.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -0.8% | +6.4% | -7.2% | -1.9% |
| 30D | -14.6% | +10.4% | -24.9% | -16.1% |
| 3M | +18.3% | +23.1% | -4.8% | +13.3% |
| 6M | +100.5% | +36.3% | +64.2% | +86.7% |
| YTD | +79.5% | +96.0% | -16.5% | +54.3% |
| 1Y | +66.7% | +94.2% | -27.5% | +43.3% |
| 3Y | +161.2% | +75.3% | +86.0% | +125.2% |
| 5Y | +322.2% | +187.2% | +135.0% | +204.9% |
| All | +1,248.2% | +416.8% | +831.4% | +667.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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