-32.2%
NVT vs PAAS
-37.8%
+5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | +0.2% |
| 7D | +17.4% | -7.0% | +24.4% | +20.2% |
| 30D | -28.4% | -15.3% | -13.1% | -23.9% |
| 3M | -32.4% | -27.7% | -4.7% | -24.9% |
| 6M | -32.2% | -40.5% | +8.3% | -19.3% |
| All | -32.2% | -37.8% | +5.7% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling