+4.4%
PEP vs BNS
+78.5%
-74.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | +12.5% | +2.8% | +9.7% | +12.0% |
| 3M | +4.5% | +3.0% | +1.5% | +3.9% |
| 6M | -0.5% | +23.3% | -23.8% | -4.3% |
| YTD | +4.4% | +29.3% | -24.9% | -0.6% |
| 1Y | +4.4% | +41.7% | -37.3% | -2.5% |
| 3Y | -3.4% | +147.7% | -151.1% | -20.7% |
| All | +4.4% | +78.5% | -74.1% | -6.0% |
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