+125.1%
PM vs NOC
+56.8%
+68.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | -2.6% | -8.9% | +6.3% | -1.5% |
| 3M | +5.8% | -3.7% | +9.5% | +6.2% |
| 6M | +10.6% | -30.8% | +41.4% | +14.9% |
| YTD | +17.2% | -7.9% | +25.1% | +17.8% |
| 1Y | +17.6% | -9.4% | +27.1% | +18.4% |
| 3Y | +124.3% | +29.0% | +95.3% | +114.0% |
| 5Y | +125.1% | +56.1% | +69.0% | +100.0% |
| All | +125.1% | +56.8% | +68.3% | +100.0% |
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