+15,879.4%
NOC vs PNR
+3,553.7%
+12,325.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.3% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | -8.9% | -14.9% | +6.0% | -5.7% |
| 3M | -3.7% | -19.0% | +15.4% | +0.2% |
| 6M | -30.8% | -35.9% | +5.1% | -24.5% |
| YTD | -7.9% | -43.1% | +35.2% | +2.7% |
| 1Y | -9.4% | -46.4% | +37.0% | +2.3% |
| 3Y | +29.0% | -10.8% | +39.8% | +27.4% |
| 5Y | +56.1% | -18.9% | +74.9% | +54.4% |
| 10Y | +186.3% | +64.4% | +121.8% | +134.1% |
| All | +15,879.4% | +3,553.7% | +12,325.6% | +7,990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling