+763.1%
PM vs NOC
+1,015.0%
-251.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.2% |
| 7D | -4.9% | -5.2% | +0.3% | -3.3% |
| 30D | -3.4% | -7.2% | +3.8% | -1.2% |
| 3M | +5.2% | -5.1% | +10.3% | +6.7% |
| 6M | +3.7% | -31.1% | +34.8% | +16.0% |
| YTD | +15.8% | -8.6% | +24.3% | +17.8% |
| 1Y | +17.4% | -9.7% | +27.1% | +19.7% |
| 3Y | +116.9% | +24.3% | +92.6% | +93.7% |
| 5Y | +117.3% | +52.6% | +64.7% | +74.2% |
| 10Y | +193.8% | +183.6% | +10.2% | +75.9% |
| All | +763.1% | +1,015.0% | -251.8% | +156.2% |
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