+224.2%
PAAS vs NWSA
+26.5%
+197.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +8.8% | -10.5% | +19.3% | +12.1% |
| 30D | -8.5% | -8.8% | +0.3% | -6.4% |
| 3M | -17.0% | -6.5% | -10.5% | -15.8% |
| 6M | -27.9% | -1.3% | -26.6% | -28.6% |
| YTD | -17.5% | +2.5% | -20.0% | -20.0% |
| 1Y | +22.8% | +0.2% | +22.6% | +20.2% |
| 3Y | +224.2% | +27.6% | +196.6% | +131.0% |
| All | +224.2% | +26.5% | +197.7% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling