-9.5%
NOC vs PFG
+49.5%
-59.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -9.7% | +2.9% | -12.6% | -10.1% |
| 3M | -5.6% | +6.7% | -12.4% | -6.5% |
| 6M | -28.6% | +33.8% | -62.4% | -30.3% |
| YTD | -7.9% | +35.0% | -42.8% | -10.5% |
| 1Y | -9.5% | +46.4% | -55.9% | -12.8% |
| All | -9.5% | +49.5% | -59.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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