-76.5%
PCG vs NOC
+159.4%
-235.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.0% | +4.5% | -6.5% | -3.1% |
| 30D | -2.7% | +14.1% | -16.8% | -6.3% |
| 3M | -25.1% | -4.5% | -20.6% | -24.3% |
| 6M | -22.3% | -0.8% | -21.5% | -22.6% |
| YTD | -18.5% | -2.5% | -16.0% | -18.9% |
| 1Y | -21.8% | -0.1% | -21.7% | -22.8% |
| 3Y | -21.0% | +24.6% | -45.6% | -28.4% |
| 5Y | +8.1% | +65.6% | -57.5% | -14.0% |
| All | -76.5% | +159.4% | -235.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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