+164.2%
PCAR vs BNS
+92.5%
+71.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.5% |
| 30D | -7.3% | +4.5% | -11.7% | -9.5% |
| 3M | +7.8% | +14.9% | -7.1% | +0.3% |
| 6M | +3.6% | +32.5% | -28.9% | -10.3% |
| YTD | +12.9% | +28.6% | -15.7% | -1.0% |
| 1Y | +27.3% | +48.4% | -21.1% | +4.0% |
| 3Y | +61.9% | +130.8% | -68.9% | +4.6% |
| 5Y | +164.2% | +94.8% | +69.4% | +83.0% |
| All | +164.2% | +92.5% | +71.6% | +83.0% |
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