+4,059.1%
NOC vs PAAS
+1,235.6%
+2,823.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.4% |
| 7D | -5.2% | -2.9% | -2.3% | -5.0% |
| 30D | -7.2% | +6.8% | -14.0% | -7.6% |
| 3M | -5.1% | -2.9% | -2.2% | -5.2% |
| 6M | -31.1% | -16.4% | -14.6% | -30.7% |
| YTD | -8.6% | 0.0% | -8.6% | -9.1% |
| 1Y | -9.7% | +54.3% | -64.1% | -12.5% |
| 3Y | +24.3% | +230.7% | -206.4% | +14.4% |
| 5Y | +52.6% | +111.6% | -59.0% | +42.6% |
| 10Y | +183.6% | +211.7% | -28.1% | +150.8% |
| All | +4,059.1% | +1,235.6% | +2,823.4% | +3,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling