+462.8%
PAAS vs NWSA
+127.4%
+335.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +6.8% | +4.6% | +2.2% | +5.5% |
| 3M | -2.9% | +13.2% | -16.1% | -6.2% |
| 6M | -16.4% | +27.0% | -43.4% | -21.7% |
| YTD | 0.0% | +16.8% | -16.8% | -4.5% |
| 1Y | +54.3% | +4.5% | +49.8% | +51.3% |
| 3Y | +230.7% | +46.2% | +184.4% | +196.5% |
| 5Y | +111.6% | +40.9% | +70.7% | +87.3% |
| 10Y | +211.7% | +145.1% | +66.6% | +137.7% |
| All | +462.8% | +127.4% | +335.3% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling