+8,087.4%
PWR vs NOC
+1,597.1%
+6,490.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +11.3% | +4.8% | +6.5% | +9.4% |
| 30D | -8.9% | +11.0% | -19.9% | -12.5% |
| 3M | -10.5% | -3.8% | -6.7% | -9.5% |
| 6M | -22.2% | +0.6% | -22.8% | -23.1% |
| YTD | +42.7% | -2.3% | +45.0% | +41.5% |
| 1Y | +41.1% | +0.3% | +40.9% | +38.4% |
| 3Y | +242.7% | +24.6% | +218.1% | +199.4% |
| 5Y | +418.5% | +66.0% | +352.5% | +291.7% |
| 10Y | +1,855.0% | +161.2% | +1,693.8% | +1,085.7% |
| All | +8,087.4% | +1,597.1% | +6,490.4% | +2,466.8% |
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 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