+50.8%
PAAS vs BNS
+46.9%
+3.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.3% |
| 7D | +2.6% | -1.3% | +3.9% | +3.7% |
| 30D | +2.5% | +4.0% | -1.5% | -1.2% |
| 3M | +15.1% | +13.8% | +1.3% | -0.2% |
| 6M | -12.1% | +32.7% | -44.7% | -35.9% |
| YTD | +3.1% | +27.6% | -24.5% | -20.3% |
| 1Y | +50.8% | +47.4% | +3.4% | +6.9% |
| All | +50.8% | +46.9% | +3.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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