+119.0%
PAAS vs BN
+37.9%
+81.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.9% | -2.5% | -0.4% | -1.7% |
| 30D | +6.8% | -9.5% | +16.3% | +11.8% |
| 3M | -2.9% | -10.4% | +7.5% | +2.2% |
| 6M | -16.4% | -6.4% | -10.1% | -13.9% |
| YTD | 0.0% | -11.9% | +11.9% | +5.5% |
| 1Y | +54.3% | -8.6% | +62.9% | +59.5% |
| 3Y | +230.7% | +77.6% | +153.1% | +140.1% |
| All | +119.0% | +37.9% | +81.1% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling