+2,970.4%
NSC vs PAAS
+1,235.6%
+1,734.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| YTD | +15.6% | 0.0% | +15.5% | +14.4% |
| 1Y | +19.8% | +54.3% | -34.5% | +14.1% |
| 3Y | +70.1% | +230.7% | -160.6% | +49.8% |
| 5Y | +46.1% | +111.6% | -65.5% | +31.5% |
| 10Y | +328.1% | +211.7% | +116.4% | +257.4% |
| All | +2,970.4% | +1,235.6% | +1,734.8% | +2,287.1% |
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