+17.2%
NOC vs PCOR
+43.8%
-26.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.1% |
| 7D | -5.8% | +22.7% | -28.6% | -5.4% |
| 30D | +10.9% | +37.5% | -26.6% | +11.5% |
| 3M | -7.1% | +35.2% | -42.3% | -6.5% |
| 6M | -5.3% | +42.2% | -47.6% | -4.8% |
| YTD | -6.8% | +3.6% | -10.4% | -6.6% |
| 1Y | -6.7% | -4.8% | -2.0% | -6.6% |
| 3Y | +17.2% | +48.3% | -31.2% | +19.1% |
| All | +17.2% | +43.8% | -26.6% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling