+534.7%
PAAS vs BNS
+1,487.3%
-952.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -7.0% | +1.0% | -8.0% | -7.5% |
| 30D | -15.3% | +2.7% | -18.0% | -16.4% |
| 3M | -27.7% | +3.5% | -31.2% | -29.1% |
| 6M | -40.5% | +22.1% | -62.5% | -46.5% |
| YTD | -26.5% | +29.5% | -56.0% | -35.7% |
| 1Y | -0.8% | +40.7% | -41.5% | -16.7% |
| 3Y | +196.9% | +148.6% | +48.4% | +86.0% |
| 5Y | +49.2% | +79.6% | -30.5% | +9.0% |
| 10Y | +199.4% | +188.9% | +10.5% | +61.1% |
| All | +534.7% | +1,487.3% | -952.6% | +49.3% |
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