-9.7%
NOC vs PAYC
+5.6%
-15.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.4% |
| 7D | -5.2% | -2.9% | -2.3% | -5.1% |
| 30D | -7.2% | +32.8% | -40.0% | -7.8% |
| 3M | -5.1% | +69.3% | -74.4% | -5.8% |
| 6M | -31.1% | +74.0% | -105.0% | -31.4% |
| YTD | -8.6% | +46.4% | -55.0% | -9.4% |
| 1Y | -9.7% | +4.2% | -13.9% | -10.4% |
| All | -9.7% | +5.6% | -15.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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