+75.7%
PEP vs NOC
+192.5%
-116.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | -0.2% | -9.4% | +9.2% | +2.6% |
| 3M | -4.3% | -3.8% | -0.5% | -3.5% |
| 6M | -13.2% | -28.8% | +15.6% | -4.8% |
| YTD | -1.9% | -7.9% | +6.0% | -0.6% |
| 1Y | -0.3% | -9.0% | +8.7% | +1.1% |
| 3Y | -13.6% | +29.1% | -42.7% | -22.7% |
| 5Y | +3.4% | +58.9% | -55.6% | -16.4% |
| All | +75.7% | +192.5% | -116.8% | +27.9% |
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