+44.0%
PAAS vs BN
-11.2%
+55.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.7% |
| 7D | +2.0% | -1.2% | +3.2% | +2.6% |
| 30D | -0.1% | -10.9% | +10.8% | +5.8% |
| 3M | +8.2% | -11.1% | +19.3% | +14.9% |
| 6M | -13.8% | -4.4% | -9.4% | -11.6% |
| YTD | -0.6% | -14.1% | +13.5% | +5.1% |
| 1Y | +44.0% | -11.1% | +55.1% | +47.5% |
| All | +44.0% | -11.2% | +55.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling