+461.7%
NOK vs PAAS
+1,002.0%
-540.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +6.5% |
| 7D | -1.4% | +8.8% | -10.3% | -2.4% |
| 30D | -21.0% | -8.5% | -12.6% | -20.2% |
| 3M | -12.6% | -17.0% | +4.4% | -10.9% |
| 6M | -36.2% | -27.9% | -8.3% | -34.0% |
| YTD | +26.4% | -17.5% | +43.9% | +27.9% |
| 1Y | +19.6% | +22.8% | -3.2% | +15.8% |
| 3Y | +152.6% | +224.2% | -71.7% | +116.7% |
| 5Y | +57.3% | +73.6% | -16.4% | +41.4% |
| 10Y | +123.8% | +186.4% | -62.6% | +80.3% |
| All | +461.7% | +1,002.0% | -540.4% | +256.3% |
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