+37.4%
PEG vs BNS
+94.7%
-57.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -3.7% | +3.5% | -7.2% | -5.0% |
| 3M | -7.3% | +14.1% | -21.3% | -11.9% |
| 6M | -10.5% | +33.8% | -44.3% | -20.0% |
| YTD | -7.5% | +29.5% | -37.0% | -16.4% |
| 1Y | -8.7% | +48.4% | -57.1% | -22.0% |
| 3Y | +31.4% | +129.6% | -98.2% | -7.0% |
| All | +37.4% | +94.7% | -57.3% | +4.8% |
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