+201.0%
PAAS vs BN
+100.0%
+101.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -7.0% | -0.3% | -6.8% | -6.9% |
| 30D | -15.3% | +13.6% | -28.8% | -20.5% |
| 3M | -27.7% | -6.7% | -21.1% | -25.4% |
| 6M | -40.5% | -9.0% | -31.5% | -37.7% |
| YTD | -26.5% | -8.8% | -17.7% | -23.8% |
| 1Y | -0.8% | -10.6% | +9.8% | +3.7% |
| All | +201.0% | +100.0% | +101.1% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling