+138.6%
NOC vs PENG
+755.0%
-616.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -2.7% | +7.8% | -10.5% | -2.9% |
| 30D | -8.9% | -12.2% | +3.3% | -8.6% |
| 3M | -3.7% | -20.6% | +17.0% | -3.6% |
| 6M | -30.8% | +180.9% | -211.7% | -33.9% |
| YTD | -7.9% | +162.3% | -170.2% | -11.9% |
| 1Y | -9.4% | +107.3% | -116.7% | -12.8% |
| 3Y | +29.0% | +110.8% | -81.8% | +21.5% |
| 5Y | +56.1% | +117.8% | -61.8% | +44.1% |
| All | +138.6% | +755.0% | -616.4% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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