+3.2%
PEP vs BNS
+93.4%
-90.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | +0.3% | +4.0% | -3.7% | -0.4% |
| 3M | -3.2% | +13.8% | -17.0% | -5.6% |
| 6M | -13.6% | +32.7% | -46.2% | -18.0% |
| YTD | -1.9% | +27.6% | -29.5% | -6.4% |
| 1Y | -0.6% | +47.4% | -48.0% | -7.9% |
| 3Y | -13.6% | +129.0% | -142.6% | -27.8% |
| 5Y | +3.2% | +92.7% | -89.5% | -8.6% |
| All | +3.2% | +93.4% | -90.1% | -8.6% |
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