+2,521.4%
PWR vs EQNR
+416.8%
+2,104.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.4% |
| 7D | +4.2% | +6.4% | -2.2% | +2.0% |
| 30D | -4.0% | +10.4% | -14.4% | -7.3% |
| 3M | -4.8% | +23.1% | -27.9% | -12.1% |
| 6M | +14.6% | +36.3% | -21.7% | +0.1% |
| YTD | +54.2% | +96.0% | -41.7% | +16.7% |
| 1Y | +67.1% | +94.2% | -27.1% | +26.0% |
| 3Y | +218.5% | +75.3% | +143.2% | +142.4% |
| 5Y | +466.3% | +187.2% | +279.1% | +219.2% |
| All | +2,521.4% | +416.8% | +2,104.6% | +920.6% |
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 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