+797.8%
PH vs EQNR
+416.8%
+381.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.3% | +6.4% | -7.7% | -3.6% |
| 30D | -11.0% | +10.4% | -21.3% | -14.4% |
| 3M | +5.5% | +23.1% | -17.6% | -3.5% |
| 6M | +1.5% | +36.3% | -34.8% | -13.3% |
| YTD | +8.8% | +96.0% | -87.2% | -21.2% |
| 1Y | +24.5% | +94.2% | -69.7% | -9.9% |
| 3Y | +141.2% | +75.3% | +65.9% | +76.0% |
| 5Y | +256.3% | +187.2% | +69.1% | +80.7% |
| All | +797.8% | +416.8% | +381.0% | +206.5% |
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