+2,151.7%
PPL vs NOC
+16,780.9%
-14,629.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.4% | -5.8% | +6.3% | +1.6% |
| 30D | +5.4% | +10.9% | -5.4% | +3.1% |
| 3M | +4.3% | -7.1% | +11.4% | +5.7% |
| 6M | -1.3% | -5.3% | +4.0% | -0.6% |
| YTD | +4.7% | -6.8% | +11.5% | +5.4% |
| 1Y | +1.3% | -6.7% | +8.0% | +1.9% |
| 3Y | +57.2% | +17.2% | +40.0% | +49.5% |
| 5Y | +48.2% | +56.3% | -8.0% | +31.3% |
| 10Y | +62.7% | +173.7% | -111.0% | +28.6% |
| All | +2,151.7% | +16,780.9% | -14,629.2% | +1,094.6% |
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