+120.8%
PAAS vs NTRS
+88.8%
+32.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.6% | -4.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | +15.1% | +13.2% | +1.9% | +10.9% |
| 6M | -17.1% | +36.9% | -54.0% | -24.6% |
| YTD | -1.3% | +39.1% | -40.4% | -10.5% |
| 1Y | +41.1% | +50.4% | -9.4% | +25.1% |
| 3Y | +244.2% | +166.8% | +77.4% | +155.7% |
| 5Y | +120.8% | +92.9% | +27.9% | +65.0% |
| All | +120.8% | +88.8% | +32.1% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling