+196.2%
PAAS vs PNR
+99.2%
+97.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -8.9% | +0.3% | -9.2% | -8.9% |
| 30D | -11.4% | +31.7% | -43.1% | -18.4% |
| 3M | -20.4% | +2.6% | -23.1% | -21.3% |
| 6M | -40.7% | -6.4% | -34.3% | -40.1% |
| YTD | -26.9% | -33.4% | +6.5% | -18.8% |
| 1Y | -3.1% | -35.1% | +32.0% | +8.4% |
| 3Y | +199.3% | +17.1% | +182.2% | +176.8% |
| 5Y | +48.3% | -3.5% | +51.8% | +39.7% |
| All | +196.2% | +99.2% | +97.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling