+1,138.8%
NOC vs PSLV
+120.6%
+1,018.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -1.6% | +3.3% | -4.9% | -1.8% |
| 30D | -10.4% | +2.1% | -12.5% | -10.5% |
| 3M | -5.6% | +7.1% | -12.7% | -6.1% |
| 6M | -30.4% | -21.6% | -8.8% | -29.7% |
| YTD | -8.5% | -6.7% | -1.8% | -9.2% |
| 1Y | -8.3% | +59.3% | -67.6% | -12.2% |
| 3Y | +28.2% | +182.1% | -153.9% | +17.8% |
| 5Y | +56.7% | +162.6% | -105.9% | +44.0% |
| 10Y | +189.3% | +203.0% | -13.7% | +158.9% |
| All | +1,138.8% | +120.6% | +1,018.2% | +951.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling