+419.9%
PEP vs BNS
+1,492.9%
-1,073.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | +0.2% | +6.0% | -5.7% | -1.5% |
| 3M | -1.1% | +16.3% | -17.5% | -5.5% |
| 6M | -13.5% | +28.8% | -42.2% | -19.7% |
| YTD | -1.2% | +30.0% | -31.2% | -8.7% |
| 1Y | -1.6% | +50.7% | -52.3% | -12.9% |
| 3Y | -12.5% | +125.4% | -137.9% | -31.7% |
| 5Y | +3.0% | +94.2% | -91.2% | -16.8% |
| 10Y | +73.9% | +182.8% | -108.9% | +22.4% |
| All | +419.9% | +1,492.9% | -1,073.0% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling