+341.8%
PBF vs EQNR
+416.8%
-75.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.2% |
| 7D | +5.3% | +6.4% | -1.1% | -0.9% |
| 30D | +11.7% | +10.4% | +1.4% | +1.2% |
| 3M | +91.1% | +23.1% | +68.0% | +53.3% |
| 6M | +88.4% | +36.3% | +52.1% | +37.2% |
| YTD | +194.1% | +96.0% | +98.1% | +49.7% |
| 1Y | +180.4% | +94.2% | +86.2% | +44.7% |
| 3Y | +59.3% | +75.3% | -15.9% | -13.3% |
| 5Y | +816.3% | +187.2% | +629.0% | +180.0% |
| All | +341.8% | +416.8% | -75.0% | -7.7% |
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