+3,908.7%
PG vs NOC
+16,586.0%
-12,677.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | -1.5% | -9.4% | +7.9% | +0.5% |
| 3M | -3.4% | -3.8% | +0.5% | -2.7% |
| 6M | -7.0% | -28.8% | +21.8% | -0.4% |
| YTD | +2.0% | -7.9% | +9.9% | +3.1% |
| 1Y | -6.5% | -9.0% | +2.6% | -5.3% |
| 3Y | +1.2% | +29.1% | -27.9% | -6.1% |
| 5Y | +12.8% | +58.9% | -46.2% | -1.4% |
| 10Y | +117.7% | +191.2% | -73.6% | +65.2% |
| All | +3,908.7% | +16,586.0% | -12,677.3% | +1,427.1% |
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