-5.3%
PG vs BNS
+52.2%
-57.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +1.9% | +1.5% | +0.3% | +1.7% |
| 30D | -0.2% | +6.0% | -6.2% | -0.7% |
| 3M | +4.8% | +16.3% | -11.5% | +2.4% |
| 6M | -6.1% | +28.8% | -34.9% | -10.1% |
| YTD | +4.5% | +30.0% | -25.5% | -0.2% |
| 1Y | -5.3% | +50.7% | -56.0% | -9.7% |
| All | -5.3% | +52.2% | -57.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling