-76.3%
PCG vs EQNR
+416.8%
-493.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -3.5% | +6.4% | -9.9% | -5.1% |
| 30D | -20.6% | +10.4% | -31.0% | -22.8% |
| 3M | -17.6% | +23.1% | -40.7% | -22.5% |
| 6M | -23.5% | +36.3% | -59.8% | -31.0% |
| YTD | -13.6% | +96.0% | -109.6% | -30.1% |
| 1Y | -11.3% | +94.2% | -105.6% | -28.3% |
| 3Y | -16.9% | +75.3% | -92.2% | -32.6% |
| 5Y | +50.8% | +187.2% | -136.4% | -4.0% |
| All | -76.3% | +416.8% | -493.1% | -88.3% |
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