-31.5%
PAAS vs NWSA
-2.6%
-29.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | +8.8% | -10.5% | +19.3% | +9.1% |
| 30D | -8.5% | -8.8% | +0.3% | -8.1% |
| 3M | -17.0% | -6.5% | -10.5% | -15.5% |
| All | -31.5% | -2.6% | -29.0% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling