+46.9%
PM vs EQNR
+89.2%
-42.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.2% | +7.8% | +1.8% |
| 7D | +4.3% | -10.2% | +14.5% | +4.7% |
| 30D | +11.5% | +1.1% | +10.4% | +11.3% |
| 3M | +13.0% | +10.3% | +2.7% | +12.5% |
| 6M | +25.9% | +5.7% | +20.3% | +25.0% |
| YTD | +34.0% | +87.2% | -53.2% | +22.8% |
| 1Y | +46.9% | +87.4% | -40.5% | +34.4% |
| All | +46.9% | +89.2% | -42.3% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling