+61.5%
NOC vs PCOR
-8.1%
+69.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +4.5% | +2.2% | +2.4% | +4.6% |
| 30D | +14.1% | +37.4% | -23.4% | +14.4% |
| 3M | -4.5% | +33.2% | -37.7% | -4.2% |
| 6M | -0.8% | +60.6% | -61.4% | -0.5% |
| YTD | -2.5% | +6.2% | -8.7% | -2.4% |
| 1Y | -0.1% | -1.1% | +1.0% | +0.1% |
| 3Y | +24.6% | +48.4% | -23.8% | +24.7% |
| 5Y | +65.6% | -13.1% | +78.7% | +64.2% |
| All | +61.5% | -8.1% | +69.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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