+531.0%
PAAS vs BNS
+1,485.2%
-954.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -8.9% | +0.9% | -9.8% | -9.3% |
| 30D | -11.4% | +2.8% | -14.2% | -12.5% |
| 3M | -20.4% | +3.0% | -23.4% | -21.8% |
| 6M | -40.7% | +23.3% | -64.0% | -46.9% |
| YTD | -26.9% | +29.3% | -56.3% | -36.0% |
| 1Y | -3.1% | +41.7% | -44.7% | -19.0% |
| 3Y | +199.3% | +147.7% | +51.5% | +87.8% |
| 5Y | +48.3% | +79.4% | -31.1% | +8.5% |
| 10Y | +197.6% | +188.5% | +9.1% | +60.3% |
| All | +531.0% | +1,485.2% | -954.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling