+55.7%
PBF vs BNS
+127.2%
-71.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | +15.8% | +4.0% | +11.8% | +14.4% |
| 3M | +90.3% | +13.8% | +76.5% | +81.7% |
| 6M | +102.8% | +32.7% | +70.1% | +79.8% |
| YTD | +187.3% | +27.6% | +159.7% | +161.0% |
| 1Y | +161.8% | +47.4% | +114.4% | +120.6% |
| All | +55.7% | +127.2% | -71.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling