+826.4%
PM vs NOC
+1,087.8%
-261.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | -3.4% | +14.1% | -17.6% | -7.5% |
| 3M | +5.3% | -4.6% | +10.0% | +6.6% |
| 6M | +15.5% | +0.7% | +14.8% | +14.7% |
| YTD | +24.3% | -2.6% | +26.9% | +23.6% |
| 1Y | +29.7% | -1.0% | +30.7% | +28.3% |
| 3Y | +144.9% | +24.5% | +120.4% | +119.5% |
| 5Y | +159.0% | +64.3% | +94.7% | +102.9% |
| 10Y | +250.9% | +162.8% | +88.2% | +118.2% |
| All | +826.4% | +1,087.8% | -261.3% | +169.0% |
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 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