+89.6%
PEP vs NOC
+158.6%
-69.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +14.0% | +14.1% | -0.1% | +9.6% |
| 3M | +5.4% | -4.6% | +10.0% | +6.5% |
| 6M | -5.1% | +0.7% | -5.9% | -5.9% |
| YTD | +3.1% | -2.6% | +5.7% | +2.6% |
| 1Y | +4.8% | -1.0% | +5.7% | +3.6% |
| 3Y | -4.1% | +24.5% | -28.6% | -13.1% |
| 5Y | +3.0% | +64.3% | -61.4% | -17.6% |
| 10Y | +89.6% | +162.8% | -73.2% | +37.0% |
| All | +89.6% | +158.6% | -69.0% | +37.0% |
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