+3,260.6%
PEP vs NOC
+17,233.0%
-13,972.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | +1.0% | -2.9% | +4.0% | +1.6% |
| 30D | +12.6% | +12.1% | +0.5% | +9.7% |
| 3M | +3.1% | -5.3% | +8.4% | +4.1% |
| 6M | -6.3% | -1.0% | -5.3% | -6.4% |
| YTD | +1.9% | -4.3% | +6.2% | +2.0% |
| 1Y | +3.3% | -3.6% | +6.9% | +3.2% |
| 3Y | -4.8% | +22.9% | -27.8% | -10.6% |
| 5Y | +2.0% | +60.4% | -58.3% | -10.7% |
| 10Y | +80.3% | +161.3% | -80.9% | +40.8% |
| All | +3,260.6% | +17,233.0% | -13,972.4% | +1,174.3% |
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