0.0%
NOC vs PBF
+89.6%
-89.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.3% |
| 7D | +4.5% | +4.3% | +0.3% | +4.5% |
| 30D | +14.1% | -21.8% | +35.9% | +13.8% |
| 3M | -4.5% | +1.7% | -6.2% | -4.3% |
| 6M | -0.8% | +69.8% | -70.5% | -0.6% |
| YTD | -2.5% | +167.7% | -170.3% | -5.7% |
| All | 0.0% | +89.6% | -89.6% | -4.2% |
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 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