-16.0%
PCG vs EQNR
+89.2%
-105.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +0.5% |
| 7D | +1.9% | -10.2% | +12.1% | +1.4% |
| 30D | +8.5% | +1.1% | +7.4% | +8.5% |
| 3M | -22.9% | +10.3% | -33.2% | -22.9% |
| 6M | -16.8% | +5.7% | -22.4% | -16.9% |
| YTD | -15.8% | +87.2% | -103.0% | -23.9% |
| 1Y | -16.0% | +87.4% | -103.4% | -24.4% |
| All | -16.0% | +89.2% | -105.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling