+65.0%
PPL vs NOC
+163.6%
-98.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.0% | +4.9% | -5.8% | -2.4% |
| 30D | +3.0% | +13.6% | -10.6% | -1.1% |
| 3M | +1.1% | -3.9% | +5.0% | +2.0% |
| 6M | -0.8% | +1.4% | -2.2% | -1.8% |
| YTD | +3.5% | -2.2% | +5.7% | +2.7% |
| 1Y | -0.9% | -1.2% | +0.3% | -2.0% |
| 3Y | +54.2% | +25.0% | +29.2% | +38.4% |
| 5Y | +46.3% | +66.0% | -19.7% | +14.4% |
| 10Y | +65.0% | +161.4% | -96.4% | +18.4% |
| All | +65.0% | +163.6% | -98.6% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling