+17.2%
NOC vs PAAS
+182.2%
-165.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -5.8% | +8.4% | -14.2% | -6.1% |
| 30D | +10.9% | -7.2% | +18.1% | +11.2% |
| 3M | -7.1% | -14.0% | +6.9% | -6.7% |
| 6M | -5.3% | -26.8% | +21.4% | -4.3% |
| YTD | -6.8% | -19.8% | +13.0% | -6.4% |
| 1Y | -6.7% | +22.8% | -29.6% | -8.1% |
| 3Y | +17.2% | +183.6% | -166.5% | +10.4% |
| All | +17.2% | +182.2% | -165.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling