-18.6%
PCG vs BNS
+150.6%
-169.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +0.1% | +5.5% | -5.5% | -1.7% |
| 3M | -24.4% | +6.0% | -30.4% | -25.9% |
| 6M | -17.7% | +22.6% | -40.3% | -23.6% |
| YTD | -17.4% | +30.5% | -47.9% | -25.6% |
| 1Y | -19.4% | +44.1% | -63.5% | -30.5% |
| 3Y | -18.6% | +150.8% | -169.3% | -46.3% |
| All | -18.6% | +150.6% | -169.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling