-23.1%
PFE vs BNS
+81.8%
-104.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -3.0% | -3.2% | +0.3% | -2.1% |
| 30D | +5.2% | +5.1% | +0.1% | +3.8% |
| 3M | +12.2% | +6.0% | +6.3% | +10.3% |
| 6M | +17.8% | +23.4% | -5.6% | +10.6% |
| YTD | +26.2% | +30.4% | -4.2% | +16.4% |
| 1Y | +23.2% | +44.0% | -20.8% | +10.3% |
| 3Y | +21.3% | +150.3% | -129.1% | -8.3% |
| 5Y | -23.1% | +83.0% | -106.1% | -30.1% |
| All | -23.1% | +81.8% | -104.9% | -30.1% |
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