-1.0%
NOC vs PENG
+103.2%
-104.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.7% |
| 7D | -0.3% | -16.1% | +15.8% | -0.8% |
| 30D | +14.1% | -41.5% | +55.6% | +12.3% |
| 3M | -4.6% | -19.1% | +14.5% | -5.2% |
| 6M | +0.7% | +0.9% | -0.2% | -0.9% |
| YTD | -2.6% | +128.2% | -130.8% | -7.9% |
| 1Y | -1.0% | +98.6% | -99.5% | -6.5% |
| All | -1.0% | +103.2% | -104.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling