+22.9%
NOC vs PR
+86.0%
-63.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +2.7% |
| 7D | -2.9% | -12.4% | +9.5% | -2.3% |
| 30D | +12.1% | -6.6% | +18.7% | +12.5% |
| 3M | -5.3% | +7.5% | -12.8% | -5.5% |
| 6M | -1.0% | +10.8% | -11.8% | -1.5% |
| YTD | -4.3% | +57.0% | -61.3% | -6.8% |
| 1Y | -3.6% | +67.9% | -71.6% | -6.4% |
| 3Y | +22.9% | +87.6% | -64.7% | +18.6% |
| All | +22.9% | +86.0% | -63.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling