-34.4%
PNR vs EQNR
+86.3%
-120.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.3% |
| 7D | +6.0% | -10.6% | +16.6% | +3.8% |
| 30D | +32.4% | -1.1% | +33.5% | +31.8% |
| 3M | +1.6% | +12.6% | -11.1% | +3.5% |
| 6M | -9.5% | +4.9% | -14.4% | -8.4% |
| YTD | -32.0% | +86.1% | -118.1% | -34.1% |
| 1Y | -34.4% | +87.5% | -121.9% | -36.4% |
| All | -34.4% | +86.3% | -120.7% | -36.4% |
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