+202.7%
PAAS vs NWSA
+143.8%
+58.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | +2.0% | -2.6% | +4.6% | +2.7% |
| 30D | -0.1% | +4.6% | -4.6% | -1.2% |
| 3M | +8.2% | +10.2% | -2.0% | +5.2% |
| 6M | -13.8% | +21.6% | -35.4% | -18.4% |
| YTD | -0.6% | +14.6% | -15.3% | -4.8% |
| 1Y | +44.0% | +0.4% | +43.6% | +42.5% |
| 3Y | +246.6% | +45.0% | +201.6% | +210.4% |
| 5Y | +116.1% | +41.3% | +74.8% | +90.1% |
| 10Y | +202.7% | +142.8% | +60.0% | +143.8% |
| All | +202.7% | +143.8% | +58.9% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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