+32.0%
PPG vs EQNR
+84.5%
-52.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -1.2% |
| 7D | +2.4% | -13.9% | +16.3% | -2.7% |
| 30D | +16.5% | +0.9% | +15.6% | +17.2% |
| 3M | +5.1% | +7.4% | -2.3% | +8.7% |
| 6M | +11.1% | +12.6% | -1.5% | +18.1% |
| YTD | +21.7% | +83.7% | -62.0% | +30.2% |
| 1Y | +32.0% | +83.3% | -51.4% | +41.6% |
| All | +32.0% | +84.5% | -52.5% | +41.6% |
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