+717.0%
NVT vs PAAS
+244.6%
+472.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.9% |
| 7D | +5.1% | -2.9% | +8.0% | +5.5% |
| 30D | -3.7% | +6.8% | -10.5% | -4.8% |
| 3M | -10.1% | -2.9% | -7.3% | -10.1% |
| 6M | +37.5% | -16.4% | +53.9% | +39.6% |
| YTD | +53.7% | 0.0% | +53.7% | +51.9% |
| 1Y | +70.9% | +54.3% | +16.5% | +59.2% |
| 3Y | +180.4% | +230.7% | -50.3% | +133.3% |
| 5Y | +393.5% | +111.6% | +281.8% | +322.8% |
| All | +717.0% | +244.6% | +472.4% | +576.8% |
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