+64.3%
NOC vs PR
+227.5%
-163.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | -0.3% | -9.5% | +9.2% | +0.8% |
| 30D | +14.1% | -5.7% | +19.8% | +14.8% |
| 3M | -4.6% | +3.0% | -7.6% | -5.1% |
| 6M | +0.7% | +11.8% | -11.1% | -0.9% |
| YTD | -2.6% | +58.5% | -61.1% | -8.2% |
| 1Y | -1.0% | +69.9% | -70.8% | -7.4% |
| 3Y | +24.5% | +84.9% | -60.4% | +12.7% |
| 5Y | +64.3% | +246.4% | -182.1% | +31.9% |
| All | +64.3% | +227.5% | -163.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling