-9.4%
NOC vs PAAS
+43.8%
-53.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -2.7% | +2.0% | -4.7% | -2.8% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -3.7% | +8.2% | -11.9% | -4.2% |
| 6M | -30.8% | -13.8% | -17.0% | -30.4% |
| YTD | -7.9% | -0.6% | -7.3% | -8.0% |
| 1Y | -9.4% | +44.0% | -53.4% | -9.0% |
| All | -9.4% | +43.8% | -53.2% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling