+61.9%
PYPL vs NOC
+315.8%
-253.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.6% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +5.9% | +14.1% | -8.3% | +1.8% |
| 3M | -0.2% | -4.6% | +4.4% | +0.7% |
| 6M | +30.3% | +0.7% | +29.6% | +29.2% |
| YTD | +1.6% | -2.6% | +4.2% | +0.4% |
| 1Y | -10.3% | -1.0% | -9.3% | -11.9% |
| 3Y | +8.5% | +24.5% | -16.0% | -2.4% |
| 5Y | -71.0% | +64.3% | -135.3% | -77.5% |
| 10Y | +46.9% | +162.8% | -115.8% | -15.3% |
| All | +61.9% | +315.8% | -253.9% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling