+56.7%
NOC vs PEG
+33.9%
+22.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -10.4% | -1.7% | -8.6% | -9.9% |
| 3M | -5.6% | -6.8% | +1.2% | -3.6% |
| 6M | -30.4% | -11.4% | -19.0% | -27.8% |
| YTD | -8.5% | -7.2% | -1.2% | -6.6% |
| 1Y | -8.3% | -6.1% | -2.2% | -6.9% |
| 3Y | +28.2% | +31.8% | -3.5% | +12.5% |
| 5Y | +56.7% | +35.6% | +21.1% | +37.9% |
| All | +56.7% | +33.9% | +22.8% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling