-14.8%
PNR vs EQNR
+72.8%
-87.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -6.0% | +6.4% | -12.5% | -6.0% |
| 30D | -14.0% | +10.4% | -24.3% | -13.9% |
| 3M | -21.7% | +23.1% | -44.8% | -21.7% |
| 6M | -37.3% | +36.3% | -73.6% | -38.5% |
| YTD | -45.1% | +96.0% | -141.1% | -48.6% |
| 1Y | -49.1% | +94.2% | -143.4% | -52.4% |
| 3Y | -14.8% | +75.3% | -90.1% | -21.3% |
| All | -14.8% | +72.8% | -87.6% | -21.3% |
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