+142.5%
PSX vs NOC
+24.3%
+118.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.1% |
| 7D | -7.8% | -0.3% | -7.5% | -7.8% |
| 30D | -9.9% | +14.1% | -24.0% | -10.7% |
| 3M | +16.9% | -4.6% | +21.6% | +17.2% |
| 6M | +48.0% | +0.7% | +47.2% | +47.8% |
| YTD | +98.3% | -2.6% | +101.0% | +97.9% |
| 1Y | +86.2% | -1.0% | +87.1% | +85.5% |
| All | +142.5% | +24.3% | +118.2% | +125.5% |
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 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