-40.5%
PAAS vs PNR
-9.3%
-31.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.8% |
| 7D | -7.0% | -2.3% | -4.7% | -6.6% |
| 30D | -15.3% | +29.3% | -44.6% | -17.8% |
| 3M | -27.7% | +4.1% | -31.8% | -28.5% |
| 6M | -40.5% | -8.6% | -31.8% | -40.7% |
| All | -40.5% | -9.3% | -31.2% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling