+136.9%
NOC vs PENG
+762.7%
-625.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -2.7% |
| 7D | -5.2% | +4.5% | -9.7% | -5.3% |
| 30D | -7.2% | -7.1% | -0.1% | -7.1% |
| 3M | -5.1% | -27.3% | +22.2% | -4.8% |
| 6M | -31.1% | +169.6% | -200.7% | -34.1% |
| YTD | -8.6% | +164.6% | -173.2% | -12.5% |
| 1Y | -9.7% | +109.5% | -119.2% | -13.1% |
| 3Y | +24.3% | +98.9% | -74.6% | +17.5% |
| 5Y | +52.6% | +116.3% | -63.6% | +41.1% |
| All | +136.9% | +762.7% | -625.7% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling