+362.4%
PCAR vs EQNR
+416.8%
-54.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -1.6% | +6.4% | -8.0% | -2.9% |
| 30D | -6.4% | +10.4% | -16.7% | -8.5% |
| 3M | +4.7% | +23.1% | -18.4% | -0.7% |
| 6M | +4.5% | +36.3% | -31.8% | -4.7% |
| YTD | +13.0% | +96.0% | -83.0% | -6.7% |
| 1Y | +23.6% | +94.2% | -70.6% | +2.0% |
| 3Y | +60.7% | +75.3% | -14.5% | +33.5% |
| 5Y | +164.5% | +187.2% | -22.7% | +78.0% |
| All | +362.4% | +416.8% | -54.4% | +134.5% |
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