+32.4%
PWR vs NOC
-7.1%
+39.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -4.5% | -7.1% | -11.3% |
| 7D | -4.4% | -5.0% | +0.6% | -4.0% |
| 30D | -15.1% | +10.3% | -25.4% | -15.2% |
| 3M | -16.2% | -4.3% | -11.9% | -15.6% |
| 6M | -23.3% | -6.5% | -16.8% | -21.8% |
| YTD | +37.6% | -6.7% | +44.4% | +41.9% |
| 1Y | +32.4% | -7.5% | +39.9% | +37.2% |
| All | +32.4% | -7.1% | +39.5% | +37.2% |
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