+59.1%
NOC vs PNC
+51.4%
+7.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.8% | -0.6% | +1.3% | +0.8% |
| 30D | -9.7% | -4.4% | -5.3% | -9.2% |
| 3M | -5.6% | +5.2% | -10.9% | -6.3% |
| 6M | -28.6% | +20.6% | -49.2% | -30.2% |
| YTD | -7.9% | +19.8% | -27.6% | -10.1% |
| 1Y | -9.5% | +24.4% | -34.0% | -12.1% |
| 3Y | +28.4% | +131.2% | -102.9% | +13.2% |
| All | +59.1% | +51.4% | +7.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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