+24,016.6%
PH vs NOC
+17,615.3%
+6,401.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +6.9% | +4.9% | +2.0% | +5.2% |
| 30D | +1.7% | +13.6% | -11.9% | -2.8% |
| 3M | -8.1% | -3.9% | -4.3% | -7.2% |
| 6M | +11.5% | +1.4% | +10.1% | +10.3% |
| YTD | +11.4% | -2.2% | +13.6% | +10.7% |
| 1Y | +14.1% | -1.2% | +15.3% | +13.0% |
| 3Y | +138.2% | +25.0% | +113.2% | +112.5% |
| 5Y | +216.0% | +66.0% | +150.0% | +147.8% |
| 10Y | +710.0% | +161.4% | +548.5% | +436.5% |
| All | +24,016.6% | +17,615.3% | +6,401.3% | +6,519.7% |
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 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