-9.7%
NOC vs PBF
+176.4%
-186.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | -5.2% | +4.3% | -9.5% | -5.2% |
| 30D | -7.2% | +22.0% | -29.2% | -7.1% |
| 3M | -5.1% | +74.5% | -79.6% | -5.4% |
| 6M | -31.1% | +67.7% | -98.8% | -31.1% |
| YTD | -8.6% | +179.2% | -187.8% | -11.1% |
| 1Y | -9.7% | +170.0% | -179.7% | -12.3% |
| All | -9.7% | +176.4% | -186.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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