+15,768.5%
NOC vs PTC
+6,346.6%
+9,421.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -2.0% |
| 7D | -5.2% | -10.3% | +5.1% | -4.3% |
| 30D | -7.2% | +1.1% | -8.3% | -7.3% |
| 3M | -5.1% | +1.6% | -6.7% | -5.5% |
| 6M | -31.1% | -13.5% | -17.6% | -30.5% |
| 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% | +23.3% |
| 5Y | +52.6% | +6.0% | +46.6% | +48.9% |
| 10Y | +183.6% | +223.7% | -40.1% | +146.6% |
| All | +15,768.5% | +6,346.6% | +9,421.8% | +10,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling