+100.1%
PCG vs EQNR
+2,046.2%
-1,946.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.2% | -8.5% | -5.1% |
| 7D | +6.5% | +3.8% | +2.7% | +5.5% |
| 30D | -16.7% | +11.4% | -28.1% | -18.8% |
| 3M | -14.2% | +24.8% | -39.0% | -18.7% |
| 6M | -21.5% | +42.3% | -63.7% | -28.3% |
| YTD | -11.2% | +97.9% | -109.0% | -24.9% |
| 1Y | -4.2% | +95.9% | -100.1% | -19.0% |
| 3Y | -14.9% | +77.3% | -92.2% | -27.9% |
| 5Y | +54.2% | +195.3% | -141.0% | +12.6% |
| 10Y | -75.3% | +420.4% | -495.8% | -84.7% |
| All | +100.1% | +2,046.2% | -1,946.2% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling