-9.7%
NOC vs PBR
+70.4%
-80.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.4% |
| 7D | -5.2% | +8.6% | -13.8% | -5.6% |
| 30D | -7.2% | +12.8% | -20.0% | -7.9% |
| 3M | -5.1% | +14.7% | -19.8% | -6.0% |
| 6M | -31.1% | +25.2% | -56.2% | -33.5% |
| YTD | -8.6% | +77.1% | -85.7% | -16.0% |
| 1Y | -9.7% | +69.6% | -79.3% | -16.3% |
| All | -9.7% | +70.4% | -80.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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