-70.4%
PSKY vs EQNR
+183.4%
-253.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -2.4% | +6.4% | -8.8% | -3.5% |
| 30D | +11.6% | +10.4% | +1.2% | +9.5% |
| 3M | +1.5% | +23.1% | -21.6% | -2.6% |
| 6M | +7.7% | +36.3% | -28.6% | -0.3% |
| YTD | -20.1% | +96.0% | -116.1% | -32.0% |
| 1Y | -38.3% | +94.2% | -132.5% | -47.4% |
| 3Y | -17.7% | +75.3% | -93.0% | -29.2% |
| All | -70.4% | +183.4% | -253.8% | -78.6% |
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 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