+278.3%
PPL vs EQNR
+2,046.2%
-1,767.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.8% | -2.5% |
| 7D | 0.0% | +3.8% | -3.8% | -0.9% |
| 30D | -1.3% | +11.4% | -12.7% | -3.7% |
| 3M | -2.6% | +24.8% | -27.4% | -7.9% |
| 6M | -8.4% | +42.3% | -50.7% | -16.7% |
| YTD | +0.2% | +97.9% | -97.7% | -16.0% |
| 1Y | -0.2% | +95.9% | -96.2% | -16.4% |
| 3Y | +52.9% | +77.3% | -24.4% | +28.5% |
| 5Y | +36.8% | +195.3% | -158.4% | -2.7% |
| 10Y | +57.6% | +420.4% | -362.9% | -9.2% |
| All | +278.3% | +2,046.2% | -1,767.9% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling