+436.9%
NOC vs PAYC
+1,158.0%
-721.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +1.3% |
| 7D | -2.7% | -7.9% | +5.2% | -1.8% |
| 30D | -8.9% | +2.1% | -11.0% | -9.1% |
| 3M | -3.7% | +61.8% | -65.4% | -9.3% |
| 6M | -30.8% | +59.9% | -90.7% | -35.0% |
| YTD | -7.9% | +38.5% | -46.4% | -12.3% |
| 1Y | -9.4% | -1.4% | -8.1% | -10.2% |
| 3Y | +29.0% | -21.0% | +50.0% | +27.9% |
| 5Y | +56.1% | -52.9% | +109.0% | +61.7% |
| 10Y | +186.3% | +332.8% | -146.5% | +117.5% |
| All | +436.9% | +1,158.0% | -721.2% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling