+1,269.9%
PAAS vs BN
+15,506.9%
-14,237.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | +6.8% | -9.5% | +16.3% | +10.7% |
| 3M | -2.9% | -10.4% | +7.5% | +1.1% |
| 6M | -16.4% | -6.4% | -10.1% | -14.4% |
| YTD | 0.0% | -11.9% | +11.9% | +4.5% |
| 1Y | +54.3% | -8.6% | +62.9% | +58.8% |
| 3Y | +230.7% | +77.6% | +153.1% | +162.7% |
| 5Y | +111.6% | +37.0% | +74.6% | +81.1% |
| 10Y | +211.7% | +266.4% | -54.7% | +76.1% |
| All | +1,269.9% | +15,506.9% | -14,237.0% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling