+469.4%
PWR vs EQNR
+183.4%
+286.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | +4.2% | +6.4% | -2.2% | +3.2% |
| 30D | -4.0% | +10.4% | -14.4% | -5.5% |
| 3M | -4.8% | +23.1% | -27.9% | -8.1% |
| 6M | +14.6% | +36.3% | -21.7% | +7.4% |
| YTD | +54.2% | +96.0% | -41.7% | +33.7% |
| 1Y | +67.1% | +94.2% | -27.1% | +44.7% |
| 3Y | +218.5% | +75.3% | +143.2% | +177.6% |
| All | +469.4% | +183.4% | +286.1% | +356.3% |
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