+1,924.6%
NOC vs PFG
+979.8%
+944.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +14.1% | +5.0% | +9.1% | +12.8% |
| 3M | -4.5% | +0.1% | -4.5% | -4.6% |
| 6M | -0.8% | +13.8% | -14.5% | -3.7% |
| YTD | -2.5% | +31.2% | -33.8% | -8.6% |
| 1Y | -0.1% | +37.1% | -37.2% | -7.3% |
| 3Y | +24.6% | +80.6% | -56.0% | +7.2% |
| 5Y | +65.6% | +93.7% | -28.1% | +37.9% |
| 10Y | +160.5% | +185.5% | -25.0% | +89.4% |
| All | +1,924.6% | +979.8% | +944.8% | +757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling