-13.8%
PEP vs BNS
+129.0%
-142.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | +0.7% | +4.5% | -3.8% | +0.4% |
| 3M | -0.5% | +15.8% | -16.3% | -1.8% |
| 6M | -11.3% | +31.5% | -42.8% | -13.5% |
| YTD | -0.6% | +28.6% | -29.2% | -2.9% |
| 1Y | +1.7% | +48.2% | -46.5% | -2.4% |
| All | -13.8% | +129.0% | -142.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling