+4,140.1%
NOC vs PAAS
+971.0%
+3,169.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -5.8% | +8.4% | -14.2% | -6.3% |
| 30D | +10.9% | -7.2% | +18.1% | +11.2% |
| 3M | -7.1% | -14.0% | +6.9% | -6.6% |
| 6M | -5.3% | -26.8% | +21.4% | -4.2% |
| YTD | -6.8% | -19.8% | +13.0% | -6.4% |
| 1Y | -6.7% | +22.8% | -29.6% | -8.6% |
| 3Y | +17.2% | +183.6% | -166.5% | +8.7% |
| 5Y | +56.3% | +73.8% | -17.6% | +47.3% |
| 10Y | +173.7% | +185.6% | -11.8% | +143.0% |
| All | +4,140.1% | +971.0% | +3,169.0% | +3,261.0% |
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 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