+264.5%
PAAS vs NTR
+98.7%
+165.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.6% |
| 7D | -3.7% | -2.5% | -1.2% | -3.0% |
| 30D | -1.9% | +17.0% | -18.9% | -6.2% |
| 3M | +15.1% | +22.2% | -7.1% | +8.4% |
| 6M | -17.1% | +5.2% | -22.3% | -19.2% |
| YTD | -1.3% | +29.7% | -31.0% | -9.2% |
| 1Y | +41.1% | +39.4% | +1.7% | +26.9% |
| 3Y | +244.2% | +38.2% | +206.0% | +206.3% |
| 5Y | +120.8% | +47.6% | +73.2% | +93.3% |
| All | +264.5% | +98.7% | +165.8% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling