+13.4%
PG vs BNS
+94.7%
-81.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +0.8% | +3.5% | -2.6% | +0.1% |
| 3M | -1.3% | +14.1% | -15.4% | -4.2% |
| 6M | -3.8% | +33.8% | -37.6% | -9.9% |
| YTD | +3.6% | +29.5% | -25.8% | -2.3% |
| 1Y | -5.7% | +48.4% | -54.1% | -13.9% |
| 3Y | +1.6% | +129.6% | -128.0% | -16.7% |
| All | +13.4% | +94.7% | -81.3% | -1.4% |
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