+208.1%
NOC vs PR
+147.8%
+60.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.1% |
| 7D | -6.6% | -16.5% | +9.9% | -6.1% |
| 30D | +8.7% | -4.5% | +13.2% | +8.9% |
| 3M | -5.4% | +8.5% | -13.9% | -5.6% |
| 6M | -5.1% | -3.3% | -1.8% | -5.1% |
| YTD | -6.8% | +55.7% | -62.5% | -8.3% |
| 1Y | -6.4% | +82.0% | -88.5% | -8.4% |
| 3Y | +17.3% | +62.5% | -45.1% | +14.8% |
| 5Y | +56.3% | +223.9% | -167.6% | +49.0% |
| 10Y | +173.9% | +64.2% | +109.6% | +204.4% |
| All | +208.1% | +147.8% | +60.3% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling