+62.8%
PNR vs EQNR
+416.8%
-354.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -6.0% | +6.4% | -12.5% | -7.4% |
| 30D | -14.0% | +10.4% | -24.3% | -16.1% |
| 3M | -21.7% | +23.1% | -44.8% | -26.0% |
| 6M | -37.3% | +36.3% | -73.6% | -43.2% |
| YTD | -45.1% | +96.0% | -141.1% | -55.4% |
| 1Y | -49.1% | +94.2% | -143.4% | -58.6% |
| 3Y | -14.8% | +75.3% | -90.1% | -30.4% |
| 5Y | -21.0% | +187.2% | -208.2% | -49.7% |
| All | +62.8% | +416.8% | -354.0% | -28.4% |
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 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