+906.5%
PAAS vs PNR
+1,517.9%
-611.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | -7.0% | -2.3% | -4.7% | -6.5% |
| 30D | -15.3% | +29.3% | -44.6% | -20.7% |
| 3M | -27.7% | +4.1% | -31.8% | -28.7% |
| 6M | -40.5% | -8.6% | -31.8% | -39.6% |
| YTD | -26.5% | -33.6% | +7.1% | -19.5% |
| 1Y | -0.8% | -36.4% | +35.6% | +9.7% |
| 3Y | +196.9% | +15.1% | +181.9% | +180.4% |
| 5Y | +49.2% | -3.8% | +52.9% | +44.7% |
| 10Y | +199.4% | +99.7% | +99.7% | +133.4% |
| All | +906.5% | +1,517.9% | -611.4% | +548.4% |
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