-7.1%
PCG vs BNS
+48.3%
-55.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +0.5% | -2.2% | +2.7% | +0.7% |
| 30D | -18.9% | +4.5% | -23.4% | -19.1% |
| 3M | -15.8% | +14.9% | -30.7% | -16.8% |
| 6M | -22.6% | +32.5% | -55.0% | -24.7% |
| YTD | -12.2% | +28.6% | -40.8% | -15.1% |
| 1Y | -7.1% | +48.4% | -55.4% | -9.2% |
| All | -7.1% | +48.3% | -55.4% | -9.2% |
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