-9.0%
NOC vs PBF
+167.4%
-176.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.7% |
| 7D | -1.8% | +2.3% | -4.1% | -1.8% |
| 30D | -9.4% | +11.6% | -21.0% | -9.4% |
| 3M | -3.8% | +81.7% | -85.6% | -4.5% |
| 6M | -28.8% | +96.4% | -125.2% | -29.5% |
| YTD | -7.9% | +189.5% | -197.4% | -11.4% |
| 1Y | -9.0% | +180.7% | -189.8% | -13.1% |
| All | -9.0% | +167.4% | -176.4% | -13.1% |
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