+964.4%
PAAS vs PNR
+1,553.3%
-588.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.6% |
| 7D | +4.2% | -0.1% | +4.3% | +4.3% |
| 30D | -13.8% | +33.4% | -47.1% | -20.0% |
| 3M | -22.7% | +4.9% | -27.6% | -23.9% |
| 6M | -32.1% | -8.5% | -23.6% | -31.2% |
| YTD | -22.3% | -32.1% | +9.9% | -15.4% |
| 1Y | +7.7% | -35.0% | +42.6% | +18.4% |
| 3Y | +214.0% | +17.6% | +196.4% | +194.9% |
| 5Y | +63.2% | +0.9% | +62.4% | +56.5% |
| 10Y | +185.5% | +101.4% | +84.1% | +122.1% |
| All | +964.4% | +1,553.3% | -588.9% | +581.8% |
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