+523.0%
PG vs BNS
+1,486.6%
-963.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +0.8% | +3.5% | -2.6% | -0.2% |
| 3M | -1.3% | +14.1% | -15.4% | -5.0% |
| 6M | -3.8% | +33.8% | -37.6% | -11.3% |
| YTD | +3.6% | +29.5% | -25.8% | -3.6% |
| 1Y | -5.7% | +48.4% | -54.1% | -15.6% |
| 3Y | +1.6% | +129.6% | -128.0% | -19.9% |
| 5Y | +14.6% | +96.1% | -81.5% | -6.4% |
| 10Y | +121.2% | +186.2% | -65.0% | +58.0% |
| All | +523.0% | +1,486.6% | -963.7% | +193.2% |
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