+9.3%
PCG vs NOC
+65.6%
-56.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +2.2% | +4.8% | -2.7% | +1.4% |
| 30D | +0.8% | +11.0% | -10.3% | -1.0% |
| 3M | -23.8% | -3.8% | -20.0% | -23.4% |
| 6M | -19.6% | +0.6% | -20.3% | -19.9% |
| YTD | -16.7% | -2.3% | -14.4% | -16.9% |
| 1Y | -19.4% | +0.3% | -19.6% | -19.9% |
| 3Y | -18.3% | +24.6% | -42.9% | -22.8% |
| All | +9.3% | +65.6% | -56.2% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling