+66.2%
PWR vs EQNR
+85.2%
-19.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.6% |
| 7D | +3.6% | +1.7% | +1.9% | +3.7% |
| 30D | -8.6% | +11.5% | -20.0% | -7.9% |
| 3M | -13.2% | +12.9% | -26.0% | -12.4% |
| 6M | +9.9% | +36.0% | -26.1% | +8.7% |
| YTD | +48.0% | +84.1% | -36.1% | +44.3% |
| 1Y | +66.2% | +83.8% | -17.6% | +61.6% |
| All | +66.2% | +85.2% | -19.1% | +61.6% |
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 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