-36.2%
PCOR vs EQNR
+201.9%
-238.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.2% | -3.5% |
| 7D | -6.9% | -1.9% | -5.0% | -6.7% |
| 30D | -1.5% | +12.6% | -14.1% | -3.0% |
| 3M | +18.5% | +16.5% | +2.0% | +15.7% |
| 6M | -4.7% | +31.8% | -36.4% | -9.0% |
| YTD | -22.8% | +89.8% | -112.6% | -30.8% |
| 1Y | -20.7% | +87.6% | -108.3% | -29.0% |
| 3Y | -14.6% | +70.1% | -84.7% | -23.1% |
| 5Y | -40.7% | +181.1% | -221.9% | -52.4% |
| All | -36.2% | +201.9% | -238.1% | -49.9% |
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