+2,731.9%
PCAR vs BNS
+1,487.3%
+1,244.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.5% |
| 30D | -1.2% | +2.7% | -3.9% | -3.0% |
| 3M | -18.6% | +3.5% | -22.1% | -20.9% |
| 6M | -5.1% | +22.1% | -27.1% | -17.5% |
| YTD | -1.8% | +29.5% | -31.3% | -18.2% |
| 1Y | +10.6% | +40.7% | -30.1% | -12.9% |
| 3Y | +34.9% | +148.6% | -113.7% | -29.1% |
| 5Y | +114.0% | +79.6% | +34.4% | +37.8% |
| 10Y | +288.4% | +188.9% | +99.5% | +69.7% |
| All | +2,731.9% | +1,487.3% | +1,244.6% | +219.9% |
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 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