+163.3%
BNS vs PENG
+689.3%
-526.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.5% |
| 7D | +0.9% | +13.2% | -12.3% | -0.6% |
| 30D | +2.8% | -29.9% | +32.7% | +5.9% |
| 3M | +3.0% | -22.2% | +25.2% | +4.2% |
| 6M | +23.3% | -1.9% | +25.2% | +18.5% |
| YTD | +29.3% | +142.1% | -112.8% | +9.9% |
| 1Y | +41.7% | +151.5% | -109.8% | +19.7% |
| 3Y | +147.7% | +206.9% | -59.2% | +95.0% |
| 5Y | +79.4% | +58.2% | +21.1% | +46.7% |
| All | +163.3% | +689.3% | -526.1% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling