+95.5%
PSX vs NOC
-0.7%
+96.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +7.8% | +4.8% | +3.0% | +7.3% |
| 30D | -10.9% | +11.0% | -21.9% | -11.2% |
| 3M | +14.5% | -3.8% | +18.3% | +14.5% |
| 6M | +56.1% | +0.6% | +55.5% | +56.1% |
| YTD | +109.6% | -2.3% | +111.9% | +102.1% |
| 1Y | +95.5% | +0.3% | +95.3% | +90.5% |
| All | +95.5% | -0.7% | +96.2% | +90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling