+61.8%
PCG vs BNS
+94.5%
-32.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.7% | +4.1% |
| 7D | +5.4% | +1.8% | +3.6% | +4.5% |
| 30D | -15.1% | +4.5% | -19.6% | -16.8% |
| 3M | -9.8% | +15.8% | -25.6% | -15.7% |
| 6M | -18.0% | +31.5% | -49.5% | -27.7% |
| YTD | -7.2% | +28.6% | -35.9% | -17.6% |
| 1Y | +2.9% | +48.2% | -45.3% | -14.9% |
| 3Y | -11.1% | +130.8% | -141.9% | -41.5% |
| 5Y | +61.8% | +94.9% | -33.1% | +13.6% |
| All | +61.8% | +94.5% | -32.7% | +13.6% |
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 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