+145.1%
NI vs PAAS
+218.1%
-73.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.9% |
| 7D | +1.3% | +2.6% | -1.4% | +1.0% |
| 30D | -0.3% | +2.5% | -2.7% | -0.6% |
| 3M | -9.5% | +15.1% | -24.5% | -10.9% |
| 6M | -10.2% | -12.1% | +1.8% | -9.8% |
| YTD | +1.8% | +3.1% | -1.3% | +0.2% |
| 1Y | +5.7% | +50.8% | -45.2% | -0.2% |
| 3Y | +69.6% | +259.5% | -189.9% | +44.0% |
| 5Y | +95.8% | +126.3% | -30.5% | +70.5% |
| 10Y | +145.1% | +239.7% | -94.7% | +92.8% |
| All | +145.1% | +218.1% | -73.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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