+1,149.3%
PSX vs NOC
+1,093.3%
+55.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | +6.4% | +4.5% | +1.9% | +4.5% |
| 30D | -10.2% | +14.1% | -24.3% | -14.8% |
| 3M | +17.2% | -4.5% | +21.6% | +18.9% |
| 6M | +51.8% | -0.8% | +52.5% | +50.8% |
| YTD | +108.0% | -2.5% | +110.5% | +105.7% |
| 1Y | +96.1% | -0.1% | +96.2% | +91.7% |
| 3Y | +155.9% | +24.6% | +131.2% | +118.9% |
| 5Y | +306.9% | +65.6% | +241.3% | +188.2% |
| 10Y | +364.5% | +160.5% | +204.0% | +151.1% |
| All | +1,149.3% | +1,093.3% | +55.9% | +159.4% |
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