+47.4%
NSC vs PAAS
+113.1%
-65.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -5.5% | -2.9% | -2.6% | -5.3% |
| 30D | -3.2% | +6.8% | -10.0% | -3.8% |
| 3M | +7.7% | -2.9% | +10.6% | +7.6% |
| 6M | +4.5% | -16.4% | +21.0% | +5.4% |
| YTD | +15.6% | 0.0% | +15.5% | +14.2% |
| 1Y | +19.8% | +54.3% | -34.5% | +13.2% |
| 3Y | +70.1% | +230.7% | -160.6% | +42.4% |
| All | +47.4% | +113.1% | -65.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling