-9.7%
NOC vs PR
+76.5%
-86.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -5.2% | +2.9% | -8.1% | -5.3% |
| 30D | -7.2% | +18.0% | -25.2% | -8.0% |
| 3M | -5.1% | +16.9% | -22.0% | -6.0% |
| 6M | -31.1% | +28.2% | -59.3% | -33.2% |
| YTD | -8.6% | +69.3% | -77.9% | -15.7% |
| 1Y | -9.7% | +69.5% | -79.2% | -16.8% |
| All | -9.7% | +76.5% | -86.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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