+76.4%
BND vs PAAS
+116.8%
-40.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -0.1% | -2.9% | +2.7% | -0.1% |
| 30D | -0.4% | +6.8% | -7.2% | -0.5% |
| 3M | -0.6% | -2.9% | +2.3% | -0.6% |
| 6M | -1.4% | -16.4% | +15.0% | -1.3% |
| YTD | -0.2% | 0.0% | -0.3% | -0.4% |
| 1Y | +1.3% | +54.3% | -53.0% | +0.4% |
| 3Y | +13.2% | +230.7% | -217.5% | +10.5% |
| 5Y | -1.6% | +111.6% | -113.2% | -3.6% |
| 10Y | +15.5% | +211.7% | -196.2% | +12.0% |
| All | +76.4% | +116.8% | -40.4% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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