+13.4%
PG vs NOC
+58.2%
-44.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | +0.8% | -9.7% | +10.5% | +2.3% |
| 3M | -1.3% | -5.6% | +4.3% | -0.6% |
| 6M | -3.8% | -28.6% | +24.8% | +0.7% |
| YTD | +3.6% | -7.9% | +11.5% | +4.2% |
| 1Y | -5.7% | -9.5% | +3.8% | -5.0% |
| 3Y | +1.6% | +28.4% | -26.8% | -3.7% |
| All | +13.4% | +58.2% | -44.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling