+24.5%
NOC vs PCOR
+52.3%
-27.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | -0.3% | +20.7% | -21.0% | +0.2% |
| 30D | +14.1% | +35.7% | -21.5% | +14.8% |
| 3M | -4.6% | +31.1% | -35.7% | -4.1% |
| 6M | +0.7% | +43.1% | -42.4% | +1.3% |
| YTD | -2.6% | +4.8% | -7.5% | -2.4% |
| 1Y | -1.0% | -3.7% | +2.7% | -0.8% |
| 3Y | +24.5% | +46.5% | -22.0% | +27.3% |
| All | +24.5% | +52.3% | -27.8% | +27.3% |
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