+23,612.3%
PH vs NOC
+17,233.0%
+6,379.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.3% |
| 7D | +3.0% | -2.9% | +6.0% | +4.1% |
| 30D | -0.6% | +12.1% | -12.8% | -4.6% |
| 3M | -10.7% | -5.3% | -5.5% | -9.4% |
| 6M | +9.1% | -1.0% | +10.1% | +8.8% |
| YTD | +9.5% | -4.3% | +13.8% | +9.7% |
| 1Y | +14.0% | -3.6% | +17.7% | +13.9% |
| 3Y | +138.9% | +22.9% | +116.0% | +114.3% |
| 5Y | +209.1% | +60.4% | +148.8% | +145.4% |
| 10Y | +737.3% | +161.3% | +576.0% | +454.9% |
| All | +23,612.3% | +17,233.0% | +6,379.3% | +6,457.3% |
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 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