+157.4%
NOC vs PFGC
+351.0%
-193.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.8% | +3.4% | +1.4% | +4.5% |
| 30D | +11.0% | +16.9% | -5.9% | +9.4% |
| 3M | -3.8% | +6.4% | -10.2% | -4.4% |
| 6M | +0.6% | +16.0% | -15.4% | -0.9% |
| YTD | -2.3% | +23.6% | -25.9% | -4.4% |
| 1Y | +0.3% | +16.6% | -16.4% | -1.4% |
| 3Y | +24.6% | +82.3% | -57.7% | +17.3% |
| 5Y | +66.0% | +138.7% | -72.7% | +51.2% |
| All | +157.4% | +351.0% | -193.6% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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