+253.8%
PH vs NOC
+56.8%
+197.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +0.9% |
| 30D | -10.8% | -8.9% | -1.9% | -9.4% |
| 3M | +8.5% | -3.7% | +12.1% | +9.1% |
| 6M | +3.9% | -30.8% | +34.7% | +10.0% |
| YTD | +9.4% | -7.9% | +17.4% | +10.4% |
| 1Y | +26.8% | -9.4% | +36.2% | +28.2% |
| 3Y | +140.8% | +29.0% | +111.8% | +125.5% |
| 5Y | +253.8% | +56.1% | +197.7% | +197.3% |
| All | +253.8% | +56.8% | +197.0% | +197.3% |
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