+2,486.9%
NOC vs PBR
+1,873.9%
+613.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -10.4% | +17.5% | -27.9% | -12.3% |
| 3M | -5.6% | +20.9% | -26.5% | -8.1% |
| 6M | -30.4% | +20.2% | -50.6% | -32.4% |
| YTD | -8.5% | +84.3% | -92.8% | -15.9% |
| 1Y | -8.3% | +77.1% | -85.4% | -15.5% |
| 3Y | +28.2% | +100.8% | -72.6% | +14.9% |
| 5Y | +56.7% | +556.1% | -499.4% | +17.3% |
| 10Y | +189.3% | +676.1% | -486.7% | +92.9% |
| All | +2,486.9% | +1,873.9% | +613.0% | +1,483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling