+95.5%
PEP vs NOC
+160.0%
-64.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.9% | +4.8% | -1.9% | +1.5% |
| 30D | +12.5% | +11.0% | +1.5% | +9.0% |
| 3M | +4.5% | -3.8% | +8.3% | +5.4% |
| 6M | -0.5% | +0.6% | -1.1% | -1.2% |
| YTD | +4.4% | -2.3% | +6.7% | +3.8% |
| 1Y | +4.4% | +0.3% | +4.1% | +2.8% |
| 3Y | -3.4% | +24.6% | -28.0% | -12.5% |
| 5Y | +5.2% | +66.0% | -60.8% | -16.2% |
| All | +95.5% | +160.0% | -64.5% | +40.7% |
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