+358.2%
PSX vs NOC
+159.4%
+198.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | +6.4% | +4.5% | +1.9% | +4.7% |
| 30D | -10.2% | +14.1% | -24.3% | -14.4% |
| 3M | +17.2% | -4.5% | +21.6% | +18.8% |
| 6M | +51.8% | -0.8% | +52.5% | +51.0% |
| YTD | +108.0% | -2.5% | +110.5% | +106.0% |
| 1Y | +96.1% | -0.1% | +96.2% | +92.0% |
| 3Y | +155.9% | +24.6% | +131.2% | +121.2% |
| 5Y | +306.9% | +65.6% | +241.3% | +192.5% |
| All | +358.2% | +159.4% | +198.7% | +192.8% |
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