-6.7%
NOC vs PR
+80.1%
-86.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.2% |
| 7D | -5.8% | -16.4% | +10.6% | -4.9% |
| 30D | +10.9% | -1.9% | +12.8% | +11.3% |
| 3M | -7.1% | +8.0% | -15.1% | -7.2% |
| 6M | -5.3% | +4.1% | -9.4% | -4.9% |
| YTD | -6.8% | +58.7% | -65.5% | -14.5% |
| 1Y | -6.7% | +75.8% | -82.5% | -16.1% |
| All | -6.7% | +80.1% | -86.8% | -16.1% |
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