+15,786.6%
NOC vs PPG
+2,625.9%
+13,160.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.1% |
| 7D | -1.6% | -3.7% | +2.2% | -0.6% |
| 30D | -10.4% | -7.2% | -3.2% | -8.6% |
| 3M | -5.6% | -7.3% | +1.7% | -4.0% |
| 6M | -30.4% | +0.3% | -30.7% | -31.1% |
| YTD | -8.5% | +6.5% | -15.0% | -11.2% |
| 1Y | -8.3% | +0.5% | -8.9% | -9.8% |
| 3Y | +28.2% | -15.3% | +43.5% | +29.9% |
| 5Y | +56.7% | -22.9% | +79.6% | +58.5% |
| 10Y | +189.3% | +28.4% | +161.0% | +141.0% |
| All | +15,786.6% | +2,625.9% | +13,160.7% | +5,086.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling