+12.3%
PWR vs EQNR
+86.3%
-73.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.3% |
| 7D | -19.9% | -10.6% | -9.3% | -20.2% |
| 30D | -29.3% | -1.1% | -28.2% | -29.1% |
| 3M | -25.5% | +12.6% | -38.1% | -24.5% |
| 6M | -34.0% | +4.9% | -38.9% | -33.5% |
| YTD | +20.7% | +86.1% | -65.4% | +19.3% |
| 1Y | +12.3% | +87.5% | -75.2% | +12.8% |
| All | +12.3% | +86.3% | -73.9% | +12.8% |
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