+936.3%
NOC vs PBF
+258.1%
+678.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.2% |
| 7D | -0.3% | -15.3% | +15.0% | +0.9% |
| 30D | +14.1% | -21.8% | +35.9% | +16.1% |
| 3M | -4.6% | -0.2% | -4.4% | -5.0% |
| 6M | +0.7% | +63.6% | -62.9% | -3.9% |
| YTD | -2.6% | +147.5% | -150.1% | -10.9% |
| 1Y | -1.0% | +69.8% | -70.8% | -6.7% |
| 3Y | +24.5% | +65.3% | -40.8% | +14.9% |
| 5Y | +64.3% | +393.4% | -329.1% | +33.9% |
| 10Y | +162.8% | +240.3% | -77.5% | +97.5% |
| All | +936.3% | +258.1% | +678.3% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling