+1,131.3%
PSX vs NOC
+1,026.9%
+104.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +2.8% | -2.7% | +5.5% | +3.9% |
| 30D | +27.8% | -8.9% | +36.6% | +32.4% |
| 3M | +42.0% | -3.7% | +45.7% | +43.3% |
| 6M | +58.1% | -30.8% | +88.9% | +82.2% |
| YTD | +105.0% | -7.9% | +113.0% | +107.9% |
| 1Y | +104.9% | -9.4% | +114.3% | +108.6% |
| 3Y | +134.1% | +29.0% | +105.1% | +95.3% |
| 5Y | +363.8% | +56.1% | +307.8% | +236.5% |
| 10Y | +370.1% | +186.3% | +183.8% | +138.7% |
| All | +1,131.3% | +1,026.9% | +104.4% | +162.1% |
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