+843.8%
PM vs NOC
+1,036.7%
-192.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -5.8% | +0.6% | -3.5% |
| 30D | +2.7% | +10.9% | -8.2% | -0.7% |
| 3M | +6.1% | -7.1% | +13.2% | +8.3% |
| 6M | +18.0% | -5.3% | +23.3% | +19.5% |
| YTD | +26.6% | -6.8% | +33.4% | +27.7% |
| 1Y | +36.7% | -6.7% | +43.4% | +37.8% |
| 3Y | +146.0% | +17.2% | +128.8% | +124.9% |
| 5Y | +164.1% | +56.3% | +107.8% | +110.3% |
| 10Y | +238.8% | +173.7% | +65.1% | +106.0% |
| All | +843.8% | +1,036.7% | -192.9% | +177.9% |
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