+189.8%
NOC vs PBF
+367.4%
-177.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | -9.4% | +11.6% | -21.0% | -10.3% |
| 3M | -3.8% | +81.7% | -85.6% | -8.5% |
| 6M | -28.8% | +96.4% | -125.2% | -33.0% |
| YTD | -7.9% | +189.5% | -197.4% | -16.3% |
| 1Y | -9.0% | +180.7% | -189.8% | -17.6% |
| 3Y | +29.1% | +56.6% | -27.6% | +20.4% |
| 5Y | +58.9% | +802.0% | -743.0% | +23.1% |
| All | +189.8% | +367.4% | -177.6% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling