+168.0%
NOC vs PR
+66.0%
+101.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | -5.8% | -16.4% | +10.6% | -5.3% |
| 30D | +10.9% | -1.9% | +12.8% | +10.9% |
| 3M | -7.1% | +8.0% | -15.1% | -7.4% |
| 6M | -5.3% | +4.1% | -9.4% | -5.6% |
| YTD | -6.8% | +58.7% | -65.5% | -8.4% |
| 1Y | -6.7% | +75.8% | -82.5% | -8.6% |
| 3Y | +17.2% | +73.2% | -56.0% | +14.3% |
| 5Y | +56.3% | +230.1% | -173.9% | +48.7% |
| All | +168.0% | +66.0% | +101.9% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling