-7.0%
PG vs NOK
+33.1%
-40.1%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -2.7% | +8.7% | -11.4% | -1.9% |
| 30D | -1.5% | +12.5% | -14.0% | -0.3% |
| 3M | -3.4% | -20.7% | +17.4% | -5.5% |
| 6M | -7.0% | +36.2% | -43.1% | -15.0% |
| All | -7.0% | +33.1% | -40.1% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling