-42.4%
PCOR vs EQNR
+188.3%
-230.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -12.2% | +5.7% | -17.9% | -12.8% |
| 30D | -9.4% | +11.3% | -20.7% | -10.6% |
| 3M | +22.2% | +21.5% | +0.7% | +18.8% |
| 6M | -7.3% | +41.8% | -49.2% | -12.4% |
| YTD | -26.8% | +97.3% | -124.2% | -34.7% |
| 1Y | -22.2% | +89.9% | -112.1% | -30.2% |
| 3Y | -19.1% | +76.9% | -95.9% | -27.4% |
| 5Y | -42.4% | +189.2% | -231.6% | -53.4% |
| All | -42.4% | +188.3% | -230.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling