+126.3%
PAAS vs PNR
-20.5%
+146.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.3% |
| 7D | +2.6% | -3.9% | +6.5% | +3.9% |
| 30D | +2.5% | -13.8% | +16.3% | +7.3% |
| 3M | +15.1% | -22.5% | +37.6% | +24.0% |
| 6M | -12.1% | -37.2% | +25.1% | +1.7% |
| YTD | +3.1% | -44.2% | +47.3% | +23.2% |
| 1Y | +50.8% | -46.6% | +97.5% | +83.0% |
| 3Y | +259.5% | -12.5% | +272.0% | +254.3% |
| 5Y | +126.3% | -19.3% | +145.7% | +91.2% |
| All | +126.3% | -20.5% | +146.8% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling