+122.5%
PM vs NOC
+27.2%
+95.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.7% |
| 7D | -4.9% | -5.2% | +0.3% | -4.4% |
| 30D | -3.4% | -7.2% | +3.8% | -2.7% |
| 3M | +5.2% | -5.1% | +10.3% | +5.6% |
| 6M | +3.7% | -31.1% | +34.8% | +6.4% |
| YTD | +15.8% | -8.6% | +24.3% | +16.3% |
| 1Y | +17.4% | -9.7% | +27.1% | +18.0% |
| All | +122.5% | +27.2% | +95.3% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling