+2,393.1%
PWR vs NOC
+192.5%
+2,200.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -0.2% | -1.8% | +1.5% | +0.4% |
| 30D | -7.7% | -9.4% | +1.7% | -4.8% |
| 3M | -4.9% | -3.8% | -1.1% | -4.2% |
| 6M | +9.7% | -28.8% | +38.5% | +22.2% |
| YTD | +46.7% | -7.9% | +54.6% | +48.8% |
| 1Y | +58.7% | -9.0% | +67.8% | +61.5% |
| 3Y | +200.7% | +29.1% | +171.7% | +159.0% |
| 5Y | +438.6% | +58.9% | +379.6% | +306.6% |
| All | +2,393.1% | +192.5% | +2,200.6% | +1,244.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling