+157.4%
NOC vs PAAS
+205.7%
-48.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +4.8% | -8.9% | +13.8% | +5.2% |
| 30D | +11.0% | -11.4% | +22.5% | +11.5% |
| 3M | -3.8% | -20.4% | +16.6% | -3.1% |
| 6M | +0.6% | -40.7% | +41.3% | +2.6% |
| YTD | -2.3% | -26.9% | +24.6% | -1.6% |
| 1Y | +0.3% | -3.1% | +3.3% | -0.3% |
| 3Y | +24.6% | +199.3% | -174.6% | +16.9% |
| 5Y | +66.0% | +48.3% | +17.7% | +59.0% |
| All | +157.4% | +205.7% | -48.3% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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