-7.8%
NVTS vs PAAS
+119.4%
-127.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | -4.5% | +6.8% | -11.2% | -7.3% |
| 3M | -61.5% | -2.9% | -58.6% | -60.9% |
| 6M | +28.0% | -16.4% | +44.4% | +36.0% |
| YTD | +65.3% | 0.0% | +65.2% | +63.3% |
| 1Y | +113.0% | +54.3% | +58.7% | +80.3% |
| 3Y | +34.7% | +230.7% | -196.0% | -18.9% |
| All | -7.8% | +119.4% | -127.2% | -33.8% |
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