+138.9%
PH vs NOC
+22.9%
+116.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.9% |
| 7D | +3.0% | -2.9% | +6.0% | +3.4% |
| 30D | -0.6% | +12.1% | -12.8% | -2.0% |
| 3M | -10.7% | -5.3% | -5.5% | -10.2% |
| 6M | +9.1% | -1.0% | +10.1% | +9.2% |
| YTD | +9.5% | -4.3% | +13.8% | +9.8% |
| 1Y | +14.0% | -3.6% | +17.7% | +14.3% |
| 3Y | +138.9% | +22.9% | +116.0% | +125.7% |
| All | +138.9% | +22.9% | +116.0% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling