+111.0%
PBF vs BNS
+52.0%
+59.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.6% | -5.9% |
| 7D | -0.9% | +2.0% | -2.9% | -0.3% |
| 30D | -13.7% | +7.8% | -21.5% | -12.2% |
| 3M | +10.6% | +11.7% | -1.0% | +13.6% |
| 6M | +61.2% | +28.2% | +32.9% | +70.6% |
| YTD | +172.7% | +34.8% | +137.9% | +191.6% |
| 1Y | +111.0% | +51.1% | +60.0% | +106.9% |
| All | +111.0% | +52.0% | +59.0% | +106.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling