+142.9%
PFE vs BNS
+1,498.6%
-1,355.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -3.0% | -3.2% | +0.3% | -1.9% |
| 30D | +5.2% | +5.1% | +0.1% | +3.4% |
| 3M | +12.2% | +6.0% | +6.3% | +9.7% |
| 6M | +17.8% | +23.4% | -5.6% | +9.0% |
| YTD | +26.2% | +30.4% | -4.2% | +14.3% |
| 1Y | +23.2% | +44.0% | -20.8% | +7.7% |
| 3Y | +21.3% | +150.3% | -129.1% | -13.4% |
| 5Y | -23.1% | +83.0% | -106.1% | -39.4% |
| 10Y | +50.7% | +190.9% | -140.2% | -2.7% |
| All | +142.9% | +1,498.6% | -1,355.7% | -22.7% |
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