+4,253.6%
NOC vs PAAS
+1,002.0%
+3,251.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.5% |
| 7D | -2.9% | +8.8% | -11.8% | -3.4% |
| 30D | +12.1% | -8.5% | +20.6% | +12.5% |
| 3M | -5.3% | -17.0% | +11.8% | -4.6% |
| 6M | -1.0% | -27.9% | +26.9% | +0.3% |
| YTD | -4.3% | -17.5% | +13.2% | -4.1% |
| 1Y | -3.6% | +22.8% | -26.5% | -5.5% |
| 3Y | +22.9% | +224.2% | -201.3% | +13.2% |
| 5Y | +60.4% | +73.6% | -13.3% | +51.2% |
| 10Y | +161.3% | +186.4% | -25.1% | +131.9% |
| All | +4,253.6% | +1,002.0% | +3,251.6% | +3,346.1% |
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