+37.7%
PPL vs EQNR
+185.3%
-147.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.8% | +5.7% | -7.5% | -2.1% |
| 30D | -2.2% | +11.3% | -13.5% | -2.9% |
| 3M | -3.1% | +21.5% | -24.5% | -4.4% |
| 6M | -8.1% | +41.8% | -50.0% | -10.8% |
| YTD | 0.0% | +97.3% | -97.3% | -5.6% |
| 1Y | -1.3% | +89.9% | -91.2% | -6.6% |
| 3Y | +52.7% | +76.9% | -24.2% | +44.2% |
| All | +37.7% | +185.3% | -147.6% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling