+309.6%
NSC vs PAAS
+192.1%
+117.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.9% |
| 7D | -6.6% | +8.4% | -15.0% | -7.2% |
| 30D | +2.2% | -7.2% | +9.3% | +2.6% |
| 3M | -6.2% | -14.0% | +7.8% | -5.4% |
| 6M | +1.7% | -26.8% | +28.4% | +3.4% |
| YTD | +12.2% | -19.8% | +32.0% | +12.6% |
| 1Y | +15.4% | +22.8% | -7.4% | +11.6% |
| 3Y | +73.3% | +183.6% | -110.3% | +52.4% |
| 5Y | +24.7% | +73.8% | -49.1% | +12.1% |
| All | +309.6% | +192.1% | +117.5% | +253.7% |
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