+135.3%
PSX vs NOC
+28.0%
+107.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.8% | -1.6% | +3.4% | +2.0% |
| 30D | +21.6% | -10.4% | +32.0% | +22.8% |
| 3M | +46.5% | -5.6% | +52.1% | +47.1% |
| 6M | +62.0% | -30.4% | +92.4% | +68.8% |
| YTD | +106.3% | -8.5% | +114.8% | +106.9% |
| 1Y | +103.0% | -8.3% | +111.3% | +103.5% |
| All | +135.3% | +28.0% | +107.3% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling