+56.7%
NOC vs PBF
+817.4%
-760.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -1.6% | +1.4% | -2.9% | -1.6% |
| 30D | -10.4% | +15.8% | -26.2% | -11.0% |
| 3M | -5.6% | +90.3% | -95.9% | -8.9% |
| 6M | -30.4% | +102.8% | -133.2% | -33.3% |
| YTD | -8.5% | +187.3% | -195.8% | -14.4% |
| 1Y | -8.3% | +161.8% | -170.2% | -14.1% |
| 3Y | +28.2% | +55.5% | -27.3% | +23.1% |
| 5Y | +56.7% | +801.9% | -745.2% | +37.8% |
| All | +56.7% | +817.4% | -760.6% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling