-9.7%
NOC vs PNR
-43.1%
+33.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.2% | -2.4% | -2.8% | -5.0% |
| 30D | -7.2% | -12.8% | +5.6% | -6.5% |
| 3M | -5.1% | -17.0% | +11.9% | -4.2% |
| 6M | -31.1% | -37.4% | +6.3% | -29.6% |
| YTD | -8.6% | -41.6% | +33.0% | -6.6% |
| 1Y | -9.7% | -44.6% | +34.9% | -5.7% |
| All | -9.7% | -43.1% | +33.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling