+153.2%
NOC vs PENG
+689.3%
-536.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.3% |
| 7D | +4.8% | +13.2% | -8.4% | +4.6% |
| 30D | +11.0% | -29.9% | +41.0% | +11.6% |
| 3M | -3.8% | -22.2% | +18.4% | -3.7% |
| 6M | +0.6% | -1.9% | +2.5% | -0.6% |
| YTD | -2.3% | +142.1% | -144.4% | -6.7% |
| 1Y | +0.3% | +151.5% | -151.3% | -4.5% |
| 3Y | +24.6% | +206.9% | -182.3% | +15.4% |
| 5Y | +66.0% | +58.2% | +7.7% | +56.0% |
| All | +153.2% | +689.3% | -536.1% | +116.5% |
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