+101.6%
PSX vs EQNR
+93.1%
+8.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.7% | +6.4% | -4.7% | -0.9% |
| 30D | +15.6% | +10.4% | +5.3% | +10.8% |
| 3M | +46.5% | +23.1% | +23.4% | +33.2% |
| 6M | +55.0% | +36.3% | +18.7% | +34.2% |
| YTD | +105.3% | +96.0% | +9.3% | +48.5% |
| 1Y | +101.6% | +94.2% | +7.4% | +46.2% |
| All | +101.6% | +93.1% | +8.5% | +46.2% |
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 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