+3,159.9%
PEP vs NOC
+16,458.4%
-13,298.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.1% |
| 7D | -1.4% | -5.2% | +3.8% | -0.3% |
| 30D | +0.2% | -7.2% | +7.4% | +1.8% |
| 3M | -1.1% | -5.1% | +4.0% | -0.2% |
| 6M | -13.5% | -31.1% | +17.6% | -6.6% |
| YTD | -1.2% | -8.6% | +7.4% | +0.1% |
| 1Y | -1.6% | -9.7% | +8.2% | -0.2% |
| 3Y | -12.5% | +24.3% | -36.8% | -18.1% |
| 5Y | +3.0% | +52.6% | -49.6% | -8.9% |
| 10Y | +73.9% | +183.6% | -109.7% | +33.9% |
| All | +3,159.9% | +16,458.4% | -13,298.5% | +1,150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling