+505.8%
NVT vs PAAS
+153.2%
+352.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.5% |
| 7D | +17.4% | -7.0% | +24.4% | +18.6% |
| 30D | -28.4% | -15.3% | -13.1% | -26.7% |
| 3M | -32.4% | -27.7% | -4.7% | -29.4% |
| 6M | -32.2% | -40.5% | +8.3% | -27.6% |
| YTD | +14.0% | -26.5% | +40.5% | +17.6% |
| 1Y | +4.3% | -0.8% | +5.1% | +3.3% |
| 3Y | +131.7% | +196.9% | -65.2% | +97.1% |
| 5Y | +232.4% | +49.2% | +183.2% | +199.0% |
| All | +505.8% | +153.2% | +352.6% | +423.6% |
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