+54.5%
NOC vs PCOR
-10.0%
+64.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.6% | +23.7% | -30.3% | -6.4% |
| 30D | +8.7% | +39.0% | -30.3% | +9.0% |
| 3M | -5.4% | +35.8% | -41.1% | -5.1% |
| 6M | -5.1% | +38.2% | -43.4% | -4.9% |
| YTD | -6.8% | +3.9% | -10.7% | -6.6% |
| 1Y | -6.4% | +5.7% | -12.1% | -6.3% |
| 3Y | +17.3% | +44.8% | -27.4% | +17.4% |
| 5Y | +56.3% | -19.8% | +76.1% | +54.8% |
| All | +54.5% | -10.0% | +64.5% | +54.4% |
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