+248.9%
PAAS vs PNR
-9.3%
+258.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | +6.8% | -12.8% | +19.6% | +11.2% |
| 3M | -2.9% | -17.0% | +14.1% | +2.1% |
| 6M | -16.4% | -37.4% | +21.0% | -3.2% |
| YTD | 0.0% | -41.6% | +41.6% | +17.6% |
| 1Y | +54.3% | -44.6% | +99.0% | +84.8% |
| All | +248.9% | -9.3% | +258.2% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling