+189.8%
NOC vs PEG
+148.0%
+41.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -9.7% | -3.7% | -6.0% | -8.4% |
| 3M | -5.6% | -7.3% | +1.6% | -3.1% |
| 6M | -28.6% | -10.5% | -18.1% | -25.8% |
| YTD | -7.9% | -7.5% | -0.4% | -5.5% |
| 1Y | -9.5% | -8.7% | -0.8% | -7.0% |
| 3Y | +28.4% | +31.4% | -3.0% | +12.7% |
| 5Y | +59.0% | +37.8% | +21.2% | +35.6% |
| All | +189.8% | +148.0% | +41.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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