-75.1%
PSKY vs EQNR
+416.8%
-491.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -2.4% | +6.4% | -8.8% | -4.5% |
| 30D | +11.6% | +10.4% | +1.2% | +7.6% |
| 3M | +1.5% | +23.1% | -21.6% | -6.3% |
| 6M | +7.7% | +36.3% | -28.6% | -6.0% |
| YTD | -20.1% | +96.0% | -116.1% | -39.3% |
| 1Y | -38.3% | +94.2% | -132.5% | -53.1% |
| 3Y | -17.7% | +75.3% | -93.0% | -36.6% |
| 5Y | -69.9% | +187.2% | -257.1% | -82.6% |
| All | -75.1% | +416.8% | -491.9% | -89.9% |
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