-8.7%
PEG vs BNS
+49.3%
-58.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -3.7% | +3.5% | -7.2% | -4.0% |
| 3M | -7.3% | +14.1% | -21.3% | -9.3% |
| 6M | -10.5% | +33.8% | -44.3% | -14.8% |
| YTD | -7.5% | +29.5% | -37.0% | -11.9% |
| 1Y | -8.7% | +48.4% | -57.1% | -13.8% |
| All | -8.7% | +49.3% | -58.0% | -13.8% |
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 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