+2,259.0%
NI vs PAAS
+971.0%
+1,287.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.7% |
| 7D | -0.9% | +8.4% | -9.3% | -1.5% |
| 30D | +9.6% | -7.2% | +16.8% | +10.1% |
| 3M | +2.5% | -14.0% | +16.5% | +3.2% |
| 6M | -5.8% | -26.8% | +20.9% | -4.4% |
| YTD | +8.6% | -19.8% | +28.4% | +9.0% |
| 1Y | +6.0% | +22.8% | -16.9% | +3.4% |
| 3Y | +91.0% | +183.6% | -92.6% | +74.4% |
| 5Y | +104.8% | +73.8% | +30.9% | +90.6% |
| 10Y | +176.7% | +185.6% | -8.9% | +141.9% |
| All | +2,259.0% | +971.0% | +1,287.9% | +1,920.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling