+763.9%
PAAS vs BNS
+1,492.9%
-729.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -2.9% | +1.5% | -4.4% | -3.6% |
| 30D | +6.8% | +6.0% | +0.8% | +3.3% |
| 3M | -2.9% | +16.3% | -19.2% | -10.5% |
| 6M | -16.4% | +28.8% | -45.2% | -26.8% |
| YTD | 0.0% | +30.0% | -29.9% | -12.7% |
| 1Y | +54.3% | +50.7% | +3.6% | +24.8% |
| 3Y | +230.7% | +125.4% | +105.3% | +117.3% |
| 5Y | +111.6% | +94.2% | +17.4% | +48.6% |
| 10Y | +211.7% | +182.8% | +28.9% | +70.1% |
| All | +763.9% | +1,492.9% | -729.0% | +102.6% |
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