+588.7%
NOK vs PAAS
+1,235.6%
-646.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.5% |
| 30D | +4.7% | +6.8% | -2.1% | +3.8% |
| 3M | -39.7% | -2.9% | -36.8% | -39.5% |
| 6M | +23.1% | -16.4% | +39.5% | +24.7% |
| YTD | +55.0% | 0.0% | +55.0% | +53.5% |
| 1Y | +118.0% | +54.3% | +63.7% | +105.4% |
| 3Y | +170.5% | +230.7% | -60.2% | +130.7% |
| 5Y | +84.9% | +111.6% | -26.8% | +62.4% |
| 10Y | +112.0% | +211.7% | -99.7% | +68.7% |
| All | +588.7% | +1,235.6% | -646.9% | +327.6% |
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