-76.6%
PLTD vs EQNR
+110.0%
-186.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.8% |
| 7D | +4.2% | +6.4% | -2.2% | +4.4% |
| 30D | +0.7% | +10.4% | -9.6% | +1.1% |
| 3M | -32.4% | +23.1% | -55.5% | -31.5% |
| 6M | -26.2% | +36.3% | -62.5% | -23.0% |
| YTD | -17.0% | +96.0% | -113.0% | -6.5% |
| 1Y | -26.7% | +94.2% | -120.9% | -17.6% |
| All | -76.6% | +110.0% | -186.6% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling