+2,779.8%
PCAR vs BNS
+1,498.6%
+1,281.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.9% |
| 7D | +2.2% | -3.2% | +5.4% | +4.4% |
| 30D | +0.3% | +5.1% | -4.8% | -3.0% |
| 3M | -17.9% | +6.0% | -23.9% | -21.5% |
| 6M | -3.4% | +23.4% | -26.8% | -16.6% |
| YTD | -0.1% | +30.4% | -30.5% | -17.2% |
| 1Y | +13.4% | +44.0% | -30.6% | -12.1% |
| 3Y | +37.2% | +150.3% | -113.1% | -28.3% |
| 5Y | +117.3% | +83.0% | +34.3% | +38.1% |
| 10Y | +295.0% | +190.9% | +104.0% | +71.8% |
| All | +2,779.8% | +1,498.6% | +1,281.2% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling