+58.5%
NOC vs PCOR
-9.0%
+67.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.7% |
| 7D | -2.9% | +22.2% | -25.1% | -2.7% |
| 30D | +12.1% | +36.0% | -23.9% | +12.4% |
| 3M | -5.3% | +34.0% | -39.3% | -5.0% |
| 6M | -1.0% | +43.5% | -44.5% | -0.8% |
| YTD | -4.3% | +5.1% | -9.4% | -4.2% |
| 1Y | -3.6% | -3.9% | +0.3% | -3.5% |
| 3Y | +22.9% | +52.9% | -30.0% | +23.0% |
| 5Y | +60.4% | -18.7% | +79.0% | +58.9% |
| All | +58.5% | -9.0% | +67.5% | +58.5% |
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