+15,879.4%
NOC vs PNC
+4,053.5%
+11,825.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -2.7% | +2.3% | -5.0% | -3.2% |
| 30D | -8.9% | -3.8% | -5.0% | -8.1% |
| 3M | -3.7% | +7.8% | -11.5% | -5.3% |
| 6M | -30.8% | +19.7% | -50.5% | -33.5% |
| YTD | -7.9% | +19.1% | -27.1% | -11.5% |
| 1Y | -9.4% | +23.1% | -32.6% | -13.7% |
| 3Y | +29.0% | +132.1% | -103.2% | +5.5% |
| 5Y | +56.1% | +52.2% | +3.8% | +37.5% |
| 10Y | +186.3% | +271.4% | -85.1% | +102.5% |
| All | +15,879.4% | +4,053.5% | +11,825.9% | +5,014.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling