+15.3%
NOC vs PLTD
-77.7%
+93.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +2.6% |
| 7D | -2.9% | +4.2% | -7.2% | -2.9% |
| 30D | +12.1% | +20.8% | -8.7% | +12.5% |
| 3M | -5.3% | -2.6% | -2.7% | -5.3% |
| 6M | -1.0% | -33.1% | +32.1% | -1.6% |
| YTD | -4.3% | -20.0% | +15.7% | -5.0% |
| 1Y | -3.6% | -21.6% | +18.0% | -4.3% |
| All | +15.3% | -77.7% | +93.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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