+59.1%
NOC vs PSLV
+154.2%
-95.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.8% | -3.5% | +4.2% | +1.0% |
| 30D | -9.7% | -2.1% | -7.5% | -9.7% |
| 3M | -5.6% | -1.6% | -4.0% | -5.7% |
| 6M | -28.6% | -25.5% | -3.1% | -27.5% |
| YTD | -7.9% | -11.4% | +3.5% | -9.0% |
| 1Y | -9.5% | +48.6% | -58.1% | -14.9% |
| 3Y | +28.4% | +166.9% | -138.5% | +12.0% |
| All | +59.1% | +154.2% | -95.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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