+51.4%
NOC vs PCOR
-30.9%
+82.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -2.5% |
| 7D | -5.2% | -9.0% | +3.8% | -5.2% |
| 30D | -7.2% | +4.2% | -11.4% | -7.2% |
| 3M | -5.1% | +14.4% | -19.5% | -5.1% |
| 6M | -31.1% | +0.2% | -31.2% | -31.1% |
| YTD | -8.6% | -20.3% | +11.7% | -8.7% |
| 1Y | -9.7% | -16.1% | +6.4% | -9.8% |
| 3Y | +24.3% | -14.7% | +39.0% | +24.2% |
| 5Y | +52.6% | -43.2% | +95.8% | +50.9% |
| All | +51.4% | -30.9% | +82.4% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling