-76.4%
PCG vs BNS
+188.9%
-265.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -2.2% | -3.2% | +1.0% | -0.6% |
| 30D | -0.5% | +5.1% | -5.5% | -3.2% |
| 3M | -24.0% | +6.0% | -29.9% | -26.6% |
| 6M | -18.6% | +23.4% | -42.0% | -28.0% |
| YTD | -17.7% | +30.4% | -48.1% | -29.8% |
| 1Y | -20.0% | +44.0% | -64.0% | -35.6% |
| 3Y | -20.2% | +150.3% | -170.6% | -54.0% |
| 5Y | +8.4% | +83.0% | -74.7% | -25.7% |
| 10Y | -76.4% | +190.9% | -267.3% | -87.6% |
| All | -76.4% | +188.9% | -265.3% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling