+1,485.6%
BNS vs PFG
+688.4%
+797.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.6% |
| 7D | +1.5% | +5.5% | -4.0% | -0.3% |
| 30D | +6.0% | +2.4% | +3.6% | +5.0% |
| 3M | +16.3% | +13.6% | +2.8% | +11.2% |
| 6M | +28.8% | +27.9% | +0.9% | +18.3% |
| YTD | +30.0% | +35.6% | -5.6% | +16.9% |
| 1Y | +50.7% | +48.5% | +2.2% | +31.1% |
| 3Y | +125.4% | +66.9% | +58.5% | +85.9% |
| 5Y | +94.2% | +111.0% | -16.7% | +46.1% |
| 10Y | +182.8% | +244.5% | -61.7% | +73.3% |
| All | +1,485.6% | +688.4% | +797.2% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling