+164.6%
BNS vs PENG
+762.7%
-598.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.9% |
| 7D | +1.5% | +4.5% | -3.0% | +1.0% |
| 30D | +6.0% | -7.1% | +13.1% | +6.7% |
| 3M | +16.3% | -27.3% | +43.6% | +18.4% |
| 6M | +28.8% | +169.6% | -140.8% | +10.2% |
| YTD | +30.0% | +164.6% | -134.7% | +11.1% |
| 1Y | +50.7% | +109.5% | -58.8% | +31.9% |
| 3Y | +125.4% | +98.9% | +26.5% | +87.5% |
| 5Y | +94.2% | +116.3% | -22.0% | +54.6% |
| All | +164.6% | +762.7% | -598.1% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling