+66.8%
NOC vs PL
+84.9%
-18.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.5% |
| 7D | -5.2% | -9.3% | +4.1% | -5.0% |
| 30D | -7.2% | -18.9% | +11.7% | -6.8% |
| 3M | -5.1% | -58.4% | +53.3% | -3.4% |
| 6M | -31.1% | -30.3% | -0.8% | -30.8% |
| YTD | -8.6% | -8.1% | -0.5% | -8.8% |
| 1Y | -9.7% | +180.5% | -190.2% | -11.5% |
| 3Y | +24.3% | +444.1% | -419.9% | +18.3% |
| 5Y | +52.6% | +83.0% | -30.4% | +46.1% |
| All | +66.8% | +84.9% | -18.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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