-5.7%
PG vs NOK
+143.5%
-149.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +2.0% |
| 7D | -0.8% | +11.0% | -11.8% | 0.0% |
| 30D | +0.8% | +7.8% | -7.0% | +1.5% |
| 3M | -1.3% | -21.0% | +19.7% | -2.8% |
| 6M | -3.8% | +40.9% | -44.7% | -4.0% |
| YTD | +3.6% | +72.0% | -68.4% | +4.3% |
| 1Y | -5.7% | +140.9% | -146.6% | -7.5% |
| All | -5.7% | +143.5% | -149.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling