+209.1%
PH vs NOC
+60.7%
+148.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.8% |
| 7D | +3.0% | -2.9% | +6.0% | +3.6% |
| 30D | -0.6% | +12.1% | -12.8% | -2.6% |
| 3M | -10.7% | -5.3% | -5.5% | -10.0% |
| 6M | +9.1% | -1.0% | +10.1% | +9.1% |
| YTD | +9.5% | -4.3% | +13.8% | +9.7% |
| 1Y | +14.0% | -3.6% | +17.7% | +14.1% |
| 3Y | +138.9% | +22.9% | +116.0% | +126.5% |
| 5Y | +209.1% | +60.4% | +148.8% | +155.1% |
| All | +209.1% | +60.7% | +148.4% | +155.1% |
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 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