+210.9%
PM vs EQNR
+416.8%
-205.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +4.7% | +6.4% | -1.8% | +3.4% |
| 30D | +2.6% | +10.4% | -7.7% | +0.6% |
| 3M | +6.6% | +23.1% | -16.5% | +1.8% |
| 6M | +16.5% | +36.3% | -19.8% | +8.2% |
| YTD | +21.2% | +96.0% | -74.8% | +3.9% |
| 1Y | +17.9% | +94.2% | -76.3% | +1.0% |
| 3Y | +129.8% | +75.3% | +54.6% | +97.7% |
| 5Y | +133.0% | +187.2% | -54.2% | +67.0% |
| All | +210.9% | +416.8% | -205.9% | +71.7% |
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