+10.9%
NOC vs PLTD
-77.3%
+88.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.7% |
| 7D | -2.7% | +4.5% | -7.2% | -2.6% |
| 30D | -8.9% | -0.7% | -8.1% | -8.8% |
| 3M | -3.7% | -31.0% | +27.4% | -4.2% |
| 6M | -30.8% | -24.8% | -6.0% | -31.1% |
| YTD | -7.9% | -18.6% | +10.6% | -8.5% |
| 1Y | -9.4% | -31.8% | +22.4% | -9.9% |
| All | +10.9% | -77.3% | +88.2% | +10.0% |
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