+1.0%
NOC vs PBF
+60.5%
-59.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +1.7% |
| 7D | -0.3% | -15.3% | +15.0% | -0.6% |
| 30D | +14.1% | -21.8% | +35.9% | +13.2% |
| 3M | -4.6% | -0.2% | -4.4% | -3.5% |
| All | +1.0% | +60.5% | -59.5% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling