+41.1%
PWR vs NOC
-0.7%
+41.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +11.3% | +4.8% | +6.5% | +10.7% |
| 30D | -8.9% | +11.0% | -19.9% | -9.3% |
| 3M | -10.5% | -3.8% | -6.7% | -9.8% |
| 6M | -22.2% | +0.6% | -22.8% | -21.4% |
| YTD | +42.7% | -2.3% | +45.0% | +45.2% |
| 1Y | +41.1% | +0.3% | +40.9% | +42.8% |
| All | +41.1% | -0.7% | +41.8% | +42.8% |
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