+186.9%
BNS vs PFG
+251.1%
-64.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | +3.5% | +2.9% | +0.6% | +2.0% |
| 3M | +14.1% | +6.7% | +7.4% | +10.4% |
| 6M | +33.8% | +33.8% | 0.0% | +16.8% |
| YTD | +29.5% | +35.0% | -5.5% | +12.2% |
| 1Y | +48.4% | +46.4% | +2.0% | +23.5% |
| 3Y | +129.6% | +71.7% | +57.9% | +73.0% |
| 5Y | +96.1% | +113.7% | -17.6% | +29.4% |
| All | +186.9% | +251.1% | -64.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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