+131.2%
PFE vs BNS
+1,492.9%
-1,361.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | +1.8% | +1.5% | +0.2% | +1.2% |
| 30D | +10.2% | +6.0% | +4.3% | +7.9% |
| 3M | +12.7% | +16.3% | -3.7% | +6.6% |
| 6M | +10.5% | +28.8% | -18.2% | +0.8% |
| YTD | +20.2% | +30.0% | -9.8% | +9.1% |
| 1Y | +24.1% | +50.7% | -26.6% | +6.9% |
| 3Y | -3.6% | +125.4% | -129.0% | -28.5% |
| 5Y | -20.9% | +94.2% | -115.1% | -39.0% |
| 10Y | +35.8% | +182.8% | -147.0% | -11.4% |
| All | +131.2% | +1,492.9% | -1,361.7% | -26.2% |
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