+331.2%
PAAS vs NWSA
+101.5%
+229.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -5.2% | -12.2% | +7.0% | -2.3% |
| 30D | -13.9% | -8.7% | -5.3% | -12.2% |
| 3M | -23.8% | -6.0% | -17.8% | -22.9% |
| 6M | -36.4% | -0.3% | -36.1% | -36.9% |
| YTD | -23.4% | +3.5% | -26.8% | -24.9% |
| 1Y | +5.6% | +0.8% | +4.9% | +4.2% |
| 3Y | +209.7% | +31.1% | +178.6% | +184.5% |
| 5Y | +55.6% | +18.8% | +36.8% | +43.0% |
| 10Y | +212.2% | +147.9% | +64.4% | +136.6% |
| All | +331.2% | +101.5% | +229.8% | +246.8% |
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