+148.0%
NOC vs PENG
+661.7%
-513.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.6% | +2.5% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | +12.1% | -40.1% | +52.2% | +13.1% |
| 3M | -5.3% | -21.8% | +16.5% | -5.2% |
| 6M | -1.0% | +3.3% | -4.3% | -2.4% |
| YTD | -4.3% | +133.6% | -137.9% | -8.6% |
| 1Y | -3.6% | +110.7% | -114.3% | -7.7% |
| 3Y | +22.9% | +204.3% | -181.4% | +13.8% |
| 5Y | +60.4% | +54.4% | +6.0% | +50.7% |
| All | +148.0% | +661.7% | -513.6% | +112.3% |
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