+15,768.5%
NOC vs PEG
+2,907.1%
+12,861.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | +0.7% | -5.9% | -5.4% |
| 30D | -7.2% | -2.4% | -4.8% | -6.5% |
| 3M | -5.1% | -4.8% | -0.3% | -3.7% |
| 6M | -31.1% | -10.7% | -20.4% | -28.6% |
| YTD | -8.6% | -6.7% | -1.9% | -6.8% |
| 1Y | -9.7% | -6.8% | -2.9% | -8.0% |
| 3Y | +24.3% | +34.5% | -10.2% | +11.1% |
| 5Y | +52.6% | +35.8% | +16.9% | +35.1% |
| 10Y | +183.6% | +141.7% | +41.9% | +105.5% |
| All | +15,768.5% | +2,907.1% | +12,861.4% | +5,717.2% |
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