-9.0%
NOC vs PEG
-6.5%
-2.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -9.4% | -2.8% | -6.7% | -8.6% |
| 3M | -3.8% | -6.9% | +3.1% | -1.8% |
| 6M | -28.8% | -11.4% | -17.4% | -26.6% |
| YTD | -7.9% | -7.4% | -0.5% | -7.0% |
| 1Y | -9.0% | -8.3% | -0.8% | -7.9% |
| All | -9.0% | -6.5% | -2.5% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling