+189.8%
NOC vs PTC
+200.2%
-10.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.8% | -14.2% | +12.5% | 0.0% |
| 30D | -9.4% | -14.4% | +5.0% | -7.8% |
| 3M | -3.8% | -4.7% | +0.9% | -3.7% |
| 6M | -28.8% | -19.3% | -9.5% | -27.3% |
| YTD | -7.9% | -26.1% | +18.2% | -5.0% |
| 1Y | -9.0% | -37.1% | +28.0% | -4.4% |
| 3Y | +29.1% | -10.4% | +39.4% | +28.0% |
| 5Y | +58.9% | +2.5% | +56.5% | +52.4% |
| All | +189.8% | +200.2% | -10.4% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling