+212.2%
PAAS vs PNR
+101.4%
+110.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -5.2% | -3.7% | -1.4% | -4.1% |
| 30D | -13.9% | +33.1% | -47.1% | -21.0% |
| 3M | -23.8% | +3.7% | -27.5% | -24.9% |
| 6M | -36.4% | -7.7% | -28.7% | -35.5% |
| YTD | -23.4% | -32.4% | +9.1% | -15.2% |
| 1Y | +5.6% | -35.0% | +40.6% | +18.1% |
| 3Y | +209.7% | +17.1% | +192.6% | +186.3% |
| 5Y | +55.6% | +0.1% | +55.4% | +45.0% |
| 10Y | +212.2% | +103.2% | +109.1% | +114.0% |
| All | +212.2% | +101.4% | +110.9% | +114.0% |
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