+55.6%
NOC vs PTC
+6.0%
+49.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -2.1% |
| 7D | -5.2% | -10.3% | +5.1% | -4.5% |
| 30D | -7.2% | +1.1% | -8.3% | -7.3% |
| 3M | -5.1% | +1.6% | -6.7% | -5.4% |
| 6M | -31.1% | -13.5% | -17.6% | -30.6% |
| YTD | -8.6% | -19.1% | +10.5% | -7.4% |
| 1Y | -9.7% | -33.9% | +24.1% | -7.0% |
| 3Y | +24.3% | -3.9% | +28.2% | +22.9% |
| All | +55.6% | +6.0% | +49.6% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling