-76.7%
PCG vs NOC
+158.6%
-235.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.6% |
| 7D | -1.1% | -2.9% | +1.9% | -0.3% |
| 30D | +0.1% | +12.1% | -12.1% | -3.2% |
| 3M | -24.4% | -5.3% | -19.2% | -23.5% |
| 6M | -17.7% | -1.0% | -16.6% | -17.9% |
| YTD | -17.4% | -4.3% | -13.1% | -17.4% |
| 1Y | -19.4% | -3.6% | -15.7% | -19.5% |
| 3Y | -18.6% | +22.9% | -41.5% | -25.9% |
| 5Y | +10.2% | +60.4% | -50.2% | -11.4% |
| 10Y | -76.7% | +161.3% | -237.9% | -82.2% |
| All | -76.7% | +158.6% | -235.3% | -82.2% |
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