+280.7%
PAAS vs NTR
+103.7%
+177.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +15.1% | +22.8% | -7.7% | +8.2% |
| 6M | -12.1% | +8.2% | -20.3% | -14.9% |
| YTD | +3.1% | +32.9% | -29.9% | -5.8% |
| 1Y | +50.8% | +45.3% | +5.5% | +34.1% |
| 3Y | +259.5% | +41.7% | +217.8% | +217.6% |
| 5Y | +126.3% | +49.8% | +76.5% | +97.1% |
| All | +280.7% | +103.7% | +177.0% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling