+59.1%
NOC vs PPG
-24.1%
+83.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.8% | -6.2% | +7.0% | +1.1% |
| 30D | -9.7% | -7.9% | -1.8% | -9.3% |
| 3M | -5.6% | -10.2% | +4.6% | -5.1% |
| 6M | -28.6% | +2.7% | -31.2% | -28.7% |
| YTD | -7.9% | +4.9% | -12.8% | -8.3% |
| 1Y | -9.5% | -3.2% | -6.3% | -9.6% |
| 3Y | +28.4% | -17.0% | +45.4% | +28.7% |
| All | +59.1% | -24.1% | +83.2% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling