+295.3%
NSC vs PAAS
+170.2%
+125.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.5% |
| 7D | -6.2% | +8.4% | -14.6% | -6.8% |
| 30D | +2.6% | -7.2% | +9.7% | +3.0% |
| 3M | -5.8% | -14.0% | +8.2% | -5.1% |
| 6M | +2.1% | -26.8% | +28.9% | +3.8% |
| YTD | +12.7% | -19.8% | +32.5% | +13.1% |
| 1Y | +15.9% | +22.8% | -7.0% | +12.1% |
| 3Y | +74.0% | +183.6% | -109.6% | +53.1% |
| 5Y | +25.2% | +73.8% | -48.6% | +12.6% |
| All | +295.3% | +170.2% | +125.1% | +241.3% |
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 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