+10.2%
PCG vs BNS
+81.6%
-71.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | +0.1% | +5.5% | -5.5% | -2.2% |
| 3M | -24.4% | +6.0% | -30.4% | -26.4% |
| 6M | -17.7% | +22.6% | -40.3% | -24.9% |
| YTD | -17.4% | +30.5% | -47.9% | -27.0% |
| 1Y | -19.4% | +44.1% | -63.5% | -32.1% |
| 3Y | -18.6% | +150.8% | -169.3% | -48.1% |
| 5Y | +10.2% | +80.7% | -70.4% | -15.8% |
| All | +10.2% | +81.6% | -71.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling