+17.4%
PCG vs BNS
+1,492.9%
-1,475.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | -13.9% | +1.5% | -15.4% | -14.3% |
| 30D | -16.9% | +6.0% | -22.8% | -18.7% |
| 3M | -14.7% | +16.3% | -31.1% | -19.7% |
| 6M | -23.8% | +28.8% | -52.6% | -31.0% |
| YTD | -10.5% | +30.0% | -40.5% | -19.4% |
| 1Y | -5.1% | +50.7% | -55.8% | -19.4% |
| 3Y | -11.6% | +125.4% | -137.0% | -35.9% |
| 5Y | +59.0% | +94.2% | -35.2% | +21.2% |
| 10Y | -75.7% | +182.8% | -258.6% | -84.0% |
| All | +17.4% | +1,492.9% | -1,475.5% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling