+29.3%
NSC vs PAAS
+62.0%
-32.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.5% | +1.1% |
| 7D | -3.4% | +4.2% | -7.6% | -3.7% |
| 30D | +3.6% | -13.8% | +17.4% | +4.6% |
| 3M | -1.4% | -22.7% | +21.3% | +0.1% |
| 6M | +6.0% | -32.1% | +38.0% | +8.4% |
| YTD | +15.5% | -22.3% | +37.8% | +16.0% |
| 1Y | +16.2% | +7.7% | +8.6% | +13.0% |
| 3Y | +76.9% | +214.0% | -137.1% | +46.8% |
| 5Y | +29.3% | +63.2% | -33.9% | +9.4% |
| All | +29.3% | +62.0% | -32.7% | +9.4% |
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