+189.8%
NOC vs PPG
+26.9%
+162.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.8% | -6.2% | +7.0% | +2.0% |
| 30D | -9.7% | -7.9% | -1.8% | -8.3% |
| 3M | -5.6% | -10.2% | +4.6% | -3.9% |
| 6M | -28.6% | +2.7% | -31.2% | -29.3% |
| YTD | -7.9% | +4.9% | -12.8% | -9.6% |
| 1Y | -9.5% | -3.2% | -6.3% | -9.8% |
| 3Y | +28.4% | -17.0% | +45.4% | +30.5% |
| 5Y | +59.0% | -23.3% | +82.3% | +62.2% |
| All | +189.8% | +26.9% | +162.9% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling