+270.6%
NOC vs PFGC
+419.1%
-148.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -5.2% | -2.2% | -3.0% | -5.0% |
| 30D | -7.2% | -11.9% | +4.7% | -6.2% |
| 3M | -5.1% | +5.0% | -10.1% | -5.6% |
| 6M | -31.1% | +8.6% | -39.7% | -31.7% |
| YTD | -8.6% | +9.7% | -18.3% | -9.5% |
| 1Y | -9.7% | -6.3% | -3.4% | -9.5% |
| 3Y | +24.3% | +58.2% | -33.9% | +18.5% |
| 5Y | +52.6% | +110.4% | -57.8% | +40.5% |
| 10Y | +183.6% | +272.8% | -89.2% | +166.9% |
| All | +270.6% | +419.1% | -148.5% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling