+243.5%
PLD vs EQNR
+416.8%
-173.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.2% | +6.4% | -7.6% | -2.4% |
| 30D | -3.5% | +10.4% | -13.9% | -5.4% |
| 3M | -7.1% | +23.1% | -30.2% | -11.2% |
| 6M | +2.6% | +36.3% | -33.7% | -5.2% |
| YTD | +8.0% | +96.0% | -88.0% | -8.2% |
| 1Y | +22.1% | +94.2% | -72.2% | +3.8% |
| 3Y | +22.3% | +75.3% | -53.0% | +4.6% |
| 5Y | +17.3% | +187.2% | -169.9% | -14.3% |
| All | +243.5% | +416.8% | -173.3% | +92.7% |
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 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