+170.0%
PBF vs BNS
+50.5%
+119.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.4% |
| 7D | +4.3% | +1.5% | +2.7% | +4.5% |
| 30D | +22.0% | +6.0% | +16.0% | +23.0% |
| 3M | +74.5% | +16.3% | +58.2% | +77.8% |
| 6M | +67.7% | +27.3% | +40.4% | +76.5% |
| YTD | +179.2% | +28.5% | +150.7% | +188.8% |
| 1Y | +170.0% | +49.0% | +121.0% | +137.5% |
| All | +170.0% | +50.5% | +119.5% | +137.5% |
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