+23,761.0%
PH vs NOC
+16,458.4%
+7,302.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.7% |
| 7D | -3.1% | -5.2% | +2.1% | -1.3% |
| 30D | -3.2% | -7.2% | +4.0% | -0.8% |
| 3M | +10.6% | -5.1% | +15.7% | +12.2% |
| 6M | -2.1% | -31.1% | +28.9% | +10.5% |
| YTD | +10.2% | -8.6% | +18.8% | +12.4% |
| 1Y | +28.2% | -9.7% | +37.9% | +31.2% |
| 3Y | +134.9% | +24.3% | +110.6% | +109.5% |
| 5Y | +253.6% | +52.6% | +201.0% | +185.7% |
| 10Y | +804.7% | +183.6% | +621.1% | +485.3% |
| All | +23,761.0% | +16,458.4% | +7,302.6% | +6,621.1% |
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