-16.0%
PCG vs BNS
+52.0%
-68.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.4% |
| 7D | +1.9% | +2.0% | -0.1% | +1.6% |
| 30D | +8.5% | +7.8% | +0.7% | +7.5% |
| 3M | -22.9% | +11.7% | -34.6% | -23.7% |
| 6M | -16.8% | +28.2% | -45.0% | -18.9% |
| YTD | -15.8% | +34.8% | -50.6% | -19.5% |
| 1Y | -16.0% | +51.1% | -67.0% | -19.8% |
| All | -16.0% | +52.0% | -68.0% | -19.8% |
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 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