+39.4%
PPL vs NOC
+53.6%
-14.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | +2.7% | -5.2% | +7.8% | +3.8% |
| 30D | +0.5% | -7.2% | +7.7% | +1.9% |
| 3M | +0.7% | -5.1% | +5.8% | +1.6% |
| 6M | -7.6% | -31.1% | +23.5% | -0.5% |
| YTD | +1.8% | -8.6% | +10.4% | +2.9% |
| 1Y | -0.8% | -9.7% | +9.0% | +0.5% |
| 3Y | +56.9% | +24.3% | +32.6% | +45.9% |
| All | +39.4% | +53.6% | -14.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling