+143.4%
PEG vs EQNR
+416.8%
-273.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.9% | +6.4% | -7.3% | -1.9% |
| 30D | -3.7% | +10.4% | -14.1% | -5.3% |
| 3M | -7.3% | +23.1% | -30.4% | -10.7% |
| 6M | -10.5% | +36.3% | -46.8% | -15.9% |
| YTD | -7.5% | +96.0% | -103.5% | -19.0% |
| 1Y | -8.7% | +94.2% | -102.9% | -20.1% |
| 3Y | +31.4% | +75.3% | -43.9% | +15.6% |
| 5Y | +37.8% | +187.2% | -149.4% | +4.7% |
| All | +143.4% | +416.8% | -273.4% | +43.7% |
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