+60.2%
PPL vs NOC
+170.6%
-110.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.4% | -5.8% | +6.3% | +2.2% |
| 30D | +5.4% | +10.9% | -5.4% | +2.1% |
| 3M | +4.3% | -7.1% | +11.4% | +6.3% |
| 6M | -1.3% | -5.3% | +4.0% | -0.3% |
| YTD | +4.7% | -6.8% | +11.5% | +5.5% |
| 1Y | +1.3% | -6.7% | +8.0% | +1.9% |
| 3Y | +57.2% | +17.2% | +40.0% | +44.3% |
| 5Y | +48.2% | +56.3% | -8.0% | +18.8% |
| All | +60.2% | +170.6% | -110.3% | +25.4% |
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