+29.0%
NOC vs PFGC
+63.1%
-34.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | -8.9% | -15.8% | +6.9% | -7.2% |
| 3M | -3.7% | -0.6% | -3.1% | -3.7% |
| 6M | -30.8% | +10.7% | -41.5% | -31.8% |
| YTD | -7.9% | +7.6% | -15.6% | -8.9% |
| 1Y | -9.4% | -7.8% | -1.6% | -9.4% |
| 3Y | +29.0% | +63.7% | -34.8% | +25.3% |
| All | +29.0% | +63.1% | -34.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling