+56.7%
NOC vs PFGC
+111.7%
-54.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.6% | -3.7% | +2.1% | -1.2% |
| 30D | -10.4% | -16.0% | +5.6% | -8.7% |
| 3M | -5.6% | -4.1% | -1.5% | -5.3% |
| 6M | -30.4% | +8.7% | -39.1% | -31.2% |
| YTD | -8.5% | +6.4% | -14.8% | -9.3% |
| 1Y | -8.3% | -8.4% | 0.0% | -7.9% |
| 3Y | +28.2% | +61.8% | -33.5% | +20.8% |
| 5Y | +56.7% | +108.7% | -52.0% | +38.7% |
| All | +56.7% | +111.7% | -54.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling