+213.5%
PAAS vs NTRS
+259.9%
-46.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -3.6% | -0.7% | -2.9% | -3.5% |
| 3M | +8.6% | +11.3% | -2.8% | +6.8% |
| 6M | -16.7% | +35.5% | -52.2% | -20.5% |
| YTD | -1.9% | +40.6% | -42.5% | -6.8% |
| 1Y | +38.0% | +49.2% | -11.2% | +30.0% |
| 3Y | +234.9% | +167.2% | +67.7% | +191.0% |
| 5Y | +119.5% | +94.9% | +24.5% | +93.0% |
| All | +213.5% | +259.9% | -46.5% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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