+6.4%
NI vs PAAS
+11.3%
-4.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.6% |
| 7D | +1.5% | +4.2% | -2.7% | +1.4% |
| 30D | +11.9% | -13.8% | +25.7% | +12.1% |
| 3M | +9.1% | -22.7% | +31.9% | +9.6% |
| 6M | -1.8% | -32.1% | +30.3% | -0.8% |
| YTD | +11.4% | -22.3% | +33.6% | +11.0% |
| 1Y | +6.4% | +7.7% | -1.3% | +1.5% |
| All | +6.4% | +11.3% | -4.9% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling