+13.4%
PG vs EQNR
+183.4%
-170.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -0.8% | +6.4% | -7.2% | -0.6% |
| 30D | +0.8% | +10.4% | -9.5% | +1.1% |
| 3M | -1.3% | +23.1% | -24.4% | -0.8% |
| 6M | -3.8% | +36.3% | -40.1% | -3.4% |
| YTD | +3.6% | +96.0% | -92.3% | +3.8% |
| 1Y | -5.7% | +94.2% | -99.9% | -5.6% |
| 3Y | +1.6% | +75.3% | -73.7% | +1.6% |
| All | +13.4% | +183.4% | -170.0% | +18.7% |
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 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