+2,968.5%
NSC vs PAAS
+955.7%
+2,012.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.2% |
| 7D | -3.8% | -0.4% | -3.4% | -3.8% |
| 30D | +4.1% | -11.6% | +15.7% | +5.0% |
| 3M | -3.3% | -15.6% | +12.3% | -2.3% |
| 6M | +5.9% | -19.1% | +25.0% | +6.9% |
| YTD | +15.5% | -20.9% | +36.4% | +16.2% |
| 1Y | +19.3% | +21.3% | -2.0% | +15.8% |
| 3Y | +79.0% | +177.4% | -98.3% | +59.7% |
| 5Y | +28.3% | +71.3% | -43.0% | +17.2% |
| 10Y | +336.8% | +181.5% | +155.4% | +267.4% |
| All | +2,968.5% | +955.7% | +2,012.8% | +2,325.1% |
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 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