-75.3%
PCG vs BNS
+179.9%
-255.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | +6.5% | -1.3% | +7.7% | +7.2% |
| 30D | -16.7% | +4.0% | -20.7% | -18.6% |
| 3M | -14.2% | +13.8% | -28.0% | -20.4% |
| 6M | -21.5% | +32.7% | -54.1% | -33.3% |
| YTD | -11.2% | +27.6% | -38.8% | -23.2% |
| 1Y | -4.2% | +47.4% | -51.6% | -23.9% |
| 3Y | -14.9% | +129.0% | -143.9% | -48.3% |
| 5Y | +54.2% | +92.7% | -38.5% | +2.4% |
| 10Y | -75.3% | +182.1% | -257.4% | -87.4% |
| All | -75.3% | +179.9% | -255.2% | -87.4% |
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