-26.7%
NVTS vs PAAS
+70.5%
-97.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | +0.4% |
| 7D | +9.6% | +4.2% | +5.4% | +8.1% |
| 30D | -13.0% | -13.8% | +0.8% | -7.0% |
| 3M | -28.8% | -22.7% | -6.1% | -20.9% |
| 6M | -48.5% | -32.1% | -16.4% | -39.5% |
| YTD | +31.4% | -22.3% | +53.7% | +44.6% |
| 1Y | -2.3% | +7.7% | -10.0% | -5.2% |
| 3Y | +49.8% | +214.0% | -164.2% | -6.3% |
| 5Y | -43.2% | +63.2% | -106.4% | -54.5% |
| All | -26.7% | +70.5% | -97.2% | -41.4% |
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