+126.3%
PAAS vs NTR
+55.5%
+70.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +2.5% | +21.7% | -19.3% | -4.3% |
| 3M | +15.1% | +22.8% | -7.7% | +6.7% |
| 6M | -12.1% | +8.2% | -20.3% | -15.7% |
| YTD | +3.1% | +32.9% | -29.9% | -8.1% |
| 1Y | +50.8% | +45.3% | +5.5% | +29.9% |
| 3Y | +259.5% | +41.7% | +217.8% | +205.8% |
| 5Y | +126.3% | +49.8% | +76.5% | +94.5% |
| All | +126.3% | +55.5% | +70.8% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling