+2.9%
PCG vs NOC
-8.3%
+11.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +5.4% | -2.7% | +8.1% | +5.9% |
| 30D | -15.1% | -8.9% | -6.3% | -13.8% |
| 3M | -9.8% | -3.7% | -6.1% | -9.2% |
| 6M | -18.0% | -30.8% | +12.8% | -12.5% |
| YTD | -7.2% | -7.9% | +0.7% | -7.2% |
| 1Y | +2.9% | -9.4% | +12.3% | +6.2% |
| All | +2.9% | -8.3% | +11.2% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling