+116.1%
PAAS vs BNS
+94.5%
+21.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | 0.0% |
| 7D | +2.0% | +1.8% | +0.2% | +0.8% |
| 30D | -0.1% | +4.5% | -4.6% | -3.4% |
| 3M | +8.2% | +15.8% | -7.5% | -2.8% |
| 6M | -13.8% | +31.5% | -45.3% | -29.0% |
| YTD | -0.6% | +28.6% | -29.2% | -16.7% |
| 1Y | +44.0% | +48.2% | -4.2% | +10.1% |
| 3Y | +246.6% | +130.8% | +115.8% | +98.4% |
| 5Y | +116.1% | +94.9% | +21.2% | +36.6% |
| All | +116.1% | +94.5% | +21.6% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling