+13.4%
PG vs NOK
+112.2%
-98.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +1.5% |
| 7D | -0.8% | +11.0% | -11.8% | -1.1% |
| 30D | +0.8% | +7.8% | -7.0% | +0.6% |
| 3M | -1.3% | -21.0% | +19.7% | -0.5% |
| 6M | -3.8% | +40.9% | -44.7% | -8.5% |
| YTD | +3.6% | +72.0% | -68.4% | -3.4% |
| 1Y | -5.7% | +140.9% | -146.6% | -16.3% |
| 3Y | +1.6% | +194.3% | -192.7% | -12.8% |
| All | +13.4% | +112.2% | -98.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling