+16,860.8%
NOC vs PEG
+3,024.2%
+13,836.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +4.8% | +4.5% | +0.3% | +3.4% |
| 30D | +11.0% | +7.5% | +3.5% | +8.5% |
| 3M | -3.8% | +0.8% | -4.6% | -4.1% |
| 6M | +0.6% | 0.0% | +0.6% | +0.5% |
| YTD | -2.3% | -3.0% | +0.8% | -1.6% |
| 1Y | +0.3% | -4.7% | +5.0% | +1.5% |
| 3Y | +24.6% | +36.5% | -11.9% | +10.9% |
| 5Y | +66.0% | +44.4% | +21.6% | +44.1% |
| 10Y | +161.2% | +170.2% | -9.0% | +83.0% |
| All | +16,860.8% | +3,024.2% | +13,836.6% | +6,037.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling