+189.8%
NOC vs PBR
+697.0%
-507.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.8% | +5.4% | -4.6% | +0.2% |
| 30D | -9.7% | +22.9% | -32.6% | -11.8% |
| 3M | -5.6% | +19.6% | -25.3% | -7.6% |
| 6M | -28.6% | +16.5% | -45.1% | -30.0% |
| YTD | -7.9% | +86.7% | -94.5% | -14.4% |
| 1Y | -9.5% | +74.7% | -84.2% | -15.4% |
| 3Y | +28.4% | +102.6% | -74.2% | +16.8% |
| 5Y | +59.0% | +566.6% | -507.6% | +23.7% |
| All | +189.8% | +697.0% | -507.1% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling