+54.4%
PYPL vs NOC
+160.0%
-105.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +0.1% | +4.8% | -4.8% | -1.1% |
| 30D | +5.7% | +11.0% | -5.4% | +2.7% |
| 3M | -1.9% | -3.8% | +1.9% | -1.3% |
| 6M | +31.8% | +0.6% | +31.2% | +30.9% |
| YTD | +2.4% | -2.3% | +4.7% | +1.2% |
| 1Y | -8.2% | +0.3% | -8.5% | -10.1% |
| 3Y | +10.2% | +24.6% | -14.4% | -0.2% |
| 5Y | -71.2% | +66.0% | -137.2% | -77.5% |
| All | +54.4% | +160.0% | -105.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling