+16,804.7%
NOC vs PTC
+8,885.1%
+7,919.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +14.1% | +1.1% | +13.0% | +14.0% |
| 3M | -4.6% | +30.1% | -34.8% | -7.2% |
| 6M | +0.7% | +34.0% | -33.3% | -2.5% |
| YTD | -2.6% | +12.8% | -15.4% | -4.5% |
| 1Y | -1.0% | +10.7% | -11.7% | -2.7% |
| 3Y | +24.5% | +29.6% | -5.1% | +19.9% |
| 5Y | +64.3% | +63.5% | +0.8% | +53.9% |
| 10Y | +162.8% | +316.7% | -153.9% | +122.7% |
| All | +16,804.7% | +8,885.1% | +7,919.6% | +10,384.1% |
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