+1,269.9%
PAAS vs PNR
+1,322.6%
-52.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | +6.8% | -12.8% | +19.6% | +10.3% |
| 3M | -2.9% | -17.0% | +14.1% | +1.1% |
| 6M | -16.4% | -37.4% | +21.0% | -6.6% |
| YTD | 0.0% | -41.6% | +41.6% | +13.4% |
| 1Y | +54.3% | -44.6% | +99.0% | +77.1% |
| 3Y | +230.7% | -12.1% | +242.8% | +234.3% |
| 5Y | +111.6% | -17.4% | +129.0% | +113.4% |
| 10Y | +211.7% | +64.0% | +147.7% | +155.7% |
| All | +1,269.9% | +1,322.6% | -52.8% | +813.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling