-8.9%
PYPL vs NOC
+25.7%
-34.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.8% |
| 7D | +2.7% | -5.2% | +7.9% | +3.2% |
| 30D | -4.9% | -7.2% | +2.3% | -4.3% |
| 3M | +28.9% | -5.1% | +34.0% | +29.4% |
| 6M | +18.2% | -31.1% | +49.3% | +22.0% |
| YTD | -5.0% | -8.6% | +3.6% | -5.7% |
| 1Y | -18.8% | -9.7% | -9.1% | -19.1% |
| All | -8.9% | +25.7% | -34.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling